+163.9%
XLE vs EOG
+127.0%
+37.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | -0.9% |
| 7D | -6.7% | -2.4% | -4.3% | -5.2% |
| 30D | -4.4% | +2.9% | -7.4% | -6.2% |
| 3M | +4.0% | +7.2% | -3.3% | -0.9% |
| 6M | +13.2% | +18.2% | -5.0% | +0.7% |
| YTD | +41.9% | +48.9% | -7.0% | +7.9% |
| 1Y | +41.6% | +46.7% | -5.1% | +8.7% |
| 3Y | +64.0% | +37.4% | +26.6% | +30.3% |
| 5Y | +158.1% | +103.9% | +54.2% | +55.3% |
| 10Y | +163.9% | +127.0% | +36.9% | +24.3% |
| All | +163.9% | +127.0% | +37.0% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling