+53.8%
XLE vs EOG
+28.5%
+25.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | +0.3% | -1.3% | +1.6% | +1.2% |
| 30D | +8.5% | +3.4% | +5.2% | +6.1% |
| 3M | +14.6% | +7.8% | +6.8% | +8.4% |
| 6M | +17.6% | +13.4% | +4.2% | +7.8% |
| YTD | +48.1% | +43.5% | +4.6% | +16.0% |
| 1Y | +53.8% | +29.7% | +24.1% | +28.7% |
| All | +53.8% | +28.5% | +25.3% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling