+55.0%
XOP vs EOG
+121.1%
-66.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.6% | +1.5% | +1.1% | +1.3% |
| 30D | +9.6% | +2.9% | +6.6% | +6.6% |
| 3M | +20.4% | +8.7% | +11.6% | +11.0% |
| 6M | +19.9% | +12.9% | +7.0% | +7.2% |
| YTD | +56.4% | +43.8% | +12.6% | +12.1% |
| 1Y | +52.4% | +27.1% | +25.4% | +22.2% |
| 3Y | +39.9% | +25.9% | +14.0% | +12.5% |
| 5Y | +163.7% | +177.9% | -14.2% | +1.5% |
| All | +55.0% | +121.1% | -66.1% | -30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling