+133.6%
XLC vs EOG
+85.9%
+47.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | +3.1% | +7.4% | -4.3% | +1.9% |
| 30D | -4.2% | +2.3% | -6.5% | -4.7% |
| 3M | -2.1% | +9.5% | -11.6% | -3.9% |
| 6M | -6.6% | +17.7% | -24.3% | -9.8% |
| YTD | -7.8% | +52.9% | -60.7% | -15.5% |
| 1Y | -4.1% | +47.7% | -51.8% | -11.6% |
| 3Y | +62.6% | +41.1% | +21.5% | +49.6% |
| 5Y | +39.6% | +108.2% | -68.6% | +16.3% |
| All | +133.6% | +85.9% | +47.7% | +85.0% |
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