+42.0%
XLP vs EOG
+94.0%
-52.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.4% |
| 7D | +0.7% | -11.1% | +11.9% | +1.5% |
| 30D | +10.3% | +2.7% | +7.5% | +10.0% |
| 3M | +6.5% | +8.8% | -2.2% | +5.7% |
| 6M | +8.4% | +10.8% | -2.4% | +7.3% |
| YTD | +18.2% | +44.6% | -26.4% | +14.2% |
| 1Y | +22.4% | +44.6% | -22.2% | +18.3% |
| 3Y | +41.9% | +29.5% | +12.4% | +37.4% |
| All | +42.0% | +94.0% | -52.1% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling