+225.7%
XLE vs EOG
+169.6%
+56.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | 0.0% | -2.0% | +2.0% | +1.4% |
| 30D | +12.6% | +7.9% | +4.8% | +6.7% |
| 3M | +11.8% | +4.5% | +7.4% | +7.9% |
| 6M | +16.1% | +12.3% | +3.8% | +6.3% |
| YTD | +46.9% | +41.9% | +5.0% | +13.7% |
| 1Y | +53.3% | +27.8% | +25.4% | +27.5% |
| 3Y | +54.9% | +21.8% | +33.1% | +31.7% |
| 5Y | +225.7% | +174.0% | +51.7% | +58.5% |
| All | +225.7% | +169.6% | +56.1% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling