+994.0%
XLE vs EOG
+5,453.3%
-4,459.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -7.9% | -6.0% | -1.9% | -4.4% |
| 30D | -4.8% | +0.9% | -5.7% | -5.3% |
| 3M | +8.4% | +10.9% | -2.5% | +1.7% |
| 6M | +12.7% | +15.8% | -3.1% | +2.8% |
| YTD | +41.3% | +45.8% | -4.6% | +12.0% |
| 1Y | +42.3% | +45.3% | -3.0% | +13.0% |
| 3Y | +65.1% | +36.2% | +28.9% | +35.6% |
| 5Y | +150.2% | +94.0% | +56.2% | +64.6% |
| 10Y | +163.9% | +120.5% | +43.4% | +45.2% |
| All | +994.0% | +5,453.3% | -4,459.3% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling