+1,455.3%
XLK vs EOG
+5,380.2%
-3,924.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -0.4% | +1.0% | -1.4% | -0.6% |
| 30D | -0.5% | +2.8% | -3.3% | -1.1% |
| 3M | +5.0% | +5.9% | -0.9% | +3.2% |
| 6M | +32.9% | +17.1% | +15.8% | +27.4% |
| YTD | +29.0% | +43.9% | -15.0% | +18.1% |
| 1Y | +37.8% | +26.9% | +11.0% | +29.4% |
| 3Y | +118.7% | +23.6% | +95.1% | +104.3% |
| 5Y | +145.6% | +178.1% | -32.6% | +88.0% |
| 10Y | +791.5% | +119.8% | +671.7% | +555.0% |
| All | +1,455.3% | +5,380.2% | -3,924.9% | +686.9% |
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 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