+20.7%
XYZ vs EOG
+9.7%
+11.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +2.5% |
| 7D | +12.1% | -11.1% | +23.3% | +6.6% |
| 30D | +12.4% | +2.7% | +9.7% | +13.5% |
| 3M | +8.2% | +8.8% | -0.6% | +13.0% |
| 6M | +20.7% | +10.8% | +9.9% | +29.4% |
| All | +20.7% | +9.7% | +11.0% | +29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling