+508.9%
XLP vs EOG
+5,295.8%
-4,786.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.0% | +1.3% | -2.3% | -1.2% |
| 30D | -0.9% | +8.2% | -9.0% | -1.8% |
| 3M | +3.8% | +3.8% | 0.0% | +3.2% |
| 6M | -1.7% | +15.3% | -17.1% | -3.7% |
| YTD | +10.3% | +41.7% | -31.5% | +5.5% |
| 1Y | +7.8% | +23.6% | -15.8% | +4.7% |
| 3Y | +27.2% | +23.3% | +3.9% | +22.5% |
| 5Y | +32.5% | +170.4% | -137.9% | +14.3% |
| 10Y | +101.8% | +125.5% | -23.7% | +67.5% |
| All | +508.9% | +5,295.8% | -4,786.9% | +265.4% |
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