+103.9%
EOG vs A
+15.8%
+88.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.3% | +2.3% |
| 7D | -2.4% | +1.4% | -3.7% | -2.6% |
| 30D | +2.9% | +4.3% | -1.4% | +2.2% |
| 3M | +7.2% | +19.8% | -12.5% | +4.1% |
| 6M | +18.2% | +54.4% | -36.2% | +9.4% |
| YTD | +48.9% | +31.7% | +17.2% | +41.8% |
| 1Y | +46.7% | +22.4% | +24.2% | +41.9% |
| 3Y | +37.4% | +67.7% | -30.3% | +20.3% |
| 5Y | +103.9% | +15.7% | +88.2% | +74.4% |
| All | +103.9% | +15.8% | +88.1% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling