+142.5%
XLC vs EOG
+72.3%
+70.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.8% | +1.3% | -2.1% | -1.1% |
| 30D | +1.0% | +8.2% | -7.1% | -0.4% |
| 3M | -0.7% | +3.8% | -4.5% | -1.7% |
| 6M | -5.1% | +15.3% | -20.5% | -8.2% |
| YTD | -4.3% | +41.7% | -46.0% | -11.0% |
| 1Y | -0.6% | +23.6% | -24.1% | -5.3% |
| 3Y | +72.7% | +23.3% | +49.4% | +62.8% |
| 5Y | +38.0% | +170.4% | -132.4% | +8.9% |
| All | +142.5% | +72.3% | +70.2% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling