+20.7%
XLK vs EOG
+45.9%
-25.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | -1.3% |
| 7D | -7.6% | -8.6% | +1.0% | -9.5% |
| 30D | -12.2% | +2.8% | -14.9% | -11.2% |
| 3M | -5.5% | +3.2% | -8.6% | -4.1% |
| 6M | +9.2% | +5.3% | +3.9% | +12.3% |
| YTD | +23.0% | +44.5% | -21.5% | +29.7% |
| 1Y | +20.7% | +44.2% | -23.4% | +27.9% |
| All | +20.7% | +45.9% | -25.2% | +27.9% |
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