+43.4%
XLK vs EOG
+24.8%
+18.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.6% |
| 7D | +0.9% | +1.3% | -0.4% | +1.1% |
| 30D | +0.7% | +8.2% | -7.4% | +2.5% |
| 3M | -2.9% | +3.8% | -6.8% | -1.3% |
| 6M | +34.3% | +15.3% | +18.9% | +36.4% |
| YTD | +30.4% | +41.7% | -11.3% | +33.0% |
| 1Y | +43.4% | +23.6% | +19.8% | +47.2% |
| All | +43.4% | +24.8% | +18.6% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling