+1,106.7%
XLY vs EOG
+5,376.4%
-4,269.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | +1.5% | -3.2% | -2.0% |
| 30D | -4.2% | +2.9% | -7.1% | -4.8% |
| 3M | -2.7% | +8.7% | -11.4% | -4.8% |
| 6M | -0.6% | +12.9% | -13.5% | -4.1% |
| YTD | -5.0% | +43.8% | -48.8% | -13.2% |
| 1Y | -4.1% | +27.1% | -31.2% | -10.1% |
| 3Y | +33.6% | +25.9% | +7.7% | +24.2% |
| 5Y | +28.7% | +177.9% | -149.2% | -2.2% |
| 10Y | +219.6% | +119.7% | +100.0% | +132.5% |
| All | +1,106.7% | +5,376.4% | -4,269.7% | +405.2% |
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