+27.1%
EOG vs A
+18.0%
+9.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.7% | +0.2% |
| 7D | +1.5% | -2.6% | +4.1% | +1.3% |
| 30D | +2.9% | -0.9% | +3.8% | +3.0% |
| 3M | +8.7% | +13.6% | -4.9% | +10.4% |
| 6M | +12.9% | +27.8% | -14.9% | +16.0% |
| YTD | +43.8% | +8.6% | +35.2% | +47.4% |
| 1Y | +27.1% | +16.9% | +10.2% | +29.9% |
| All | +27.1% | +18.0% | +9.1% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling