+65.1%
XLE vs EOG
+35.1%
+29.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | -7.9% | -6.0% | -1.9% | -3.8% |
| 30D | -4.8% | +0.9% | -5.7% | -5.4% |
| 3M | +8.4% | +10.9% | -2.5% | +0.5% |
| 6M | +12.7% | +15.8% | -3.1% | +0.9% |
| YTD | +41.3% | +45.8% | -4.6% | +6.7% |
| 1Y | +42.3% | +45.3% | -3.0% | +7.6% |
| 3Y | +65.1% | +36.2% | +28.9% | +29.7% |
| All | +65.1% | +35.1% | +29.9% | +29.7% |
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 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