+11.4%
ALAB vs EOG
+18.5%
-7.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +7.7% |
| 7D | +3.4% | +4.6% | -1.1% | +5.7% |
| 30D | -28.8% | +2.9% | -31.6% | -26.9% |
| 3M | -26.0% | +8.0% | -33.9% | -20.0% |
| 6M | +11.4% | +17.0% | -5.6% | +36.5% |
| All | +11.4% | +18.5% | -7.1% | +36.5% |
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 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