+633.7%
XLU vs EOG
+5,380.2%
-4,746.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.2% | +1.0% | -2.2% | -1.4% |
| 30D | -2.5% | +2.8% | -5.4% | -3.0% |
| 3M | -2.7% | +5.9% | -8.6% | -3.9% |
| 6M | -7.5% | +17.1% | -24.5% | -10.2% |
| YTD | +0.9% | +43.9% | -43.0% | -5.4% |
| 1Y | +3.3% | +26.9% | -23.6% | -1.3% |
| 3Y | +47.3% | +23.6% | +23.8% | +39.9% |
| 5Y | +44.4% | +178.1% | -133.7% | +17.1% |
| 10Y | +140.8% | +119.8% | +21.0% | +85.6% |
| All | +633.7% | +5,380.2% | -4,746.5% | +205.1% |
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