+1,019.2%
XLE vs EOG
+5,653.1%
-4,633.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.0% |
| 7D | -0.2% | +4.6% | -4.8% | -2.9% |
| 30D | -4.0% | +2.9% | -6.9% | -5.6% |
| 3M | +4.6% | +8.0% | -3.3% | -0.2% |
| 6M | +12.3% | +17.0% | -4.7% | +1.8% |
| YTD | +44.5% | +51.1% | -6.5% | +12.2% |
| 1Y | +42.4% | +45.1% | -2.7% | +13.2% |
| 3Y | +67.0% | +39.4% | +27.6% | +35.3% |
| 5Y | +161.9% | +105.6% | +56.3% | +66.5% |
| 10Y | +173.9% | +133.5% | +40.4% | +45.7% |
| All | +1,019.2% | +5,653.1% | -4,633.9% | +18.6% |
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