+1,024.7%
XLE vs EOG
+5,295.8%
-4,271.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.6% |
| 7D | +2.2% | +1.3% | +0.9% | +1.4% |
| 30D | +11.8% | +8.2% | +3.6% | +6.6% |
| 3M | +9.8% | +3.8% | +6.0% | +7.0% |
| 6M | +15.6% | +15.3% | +0.3% | +5.7% |
| YTD | +45.3% | +41.7% | +3.5% | +17.2% |
| 1Y | +48.3% | +23.6% | +24.8% | +29.8% |
| 3Y | +55.4% | +23.3% | +32.2% | +35.4% |
| 5Y | +216.1% | +170.4% | +45.7% | +71.0% |
| 10Y | +178.4% | +125.5% | +52.9% | +51.2% |
| All | +1,024.7% | +5,295.8% | -4,271.1% | +24.0% |
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 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