+54.7%
XLE vs EOG
+21.2%
+33.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.5% |
| 7D | +2.2% | +1.3% | +0.9% | +1.3% |
| 30D | +11.8% | +8.2% | +3.6% | +5.7% |
| 3M | +9.8% | +3.8% | +6.0% | +6.4% |
| 6M | +15.6% | +15.3% | +0.3% | +3.7% |
| YTD | +45.3% | +41.7% | +3.5% | +12.1% |
| 1Y | +48.3% | +23.6% | +24.8% | +26.2% |
| All | +54.7% | +21.2% | +33.5% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling