+119.0%
EOG vs ALB
+84.6%
+34.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.1% |
| 7D | +1.0% | -7.6% | +8.6% | +3.0% |
| 30D | +2.8% | -5.6% | +8.4% | +4.1% |
| 3M | +5.9% | -16.8% | +22.7% | +10.0% |
| 6M | +17.1% | -26.3% | +43.4% | +23.5% |
| YTD | +43.9% | -13.2% | +57.2% | +43.6% |
| 1Y | +26.9% | +68.8% | -41.9% | +3.2% |
| 3Y | +23.6% | -30.7% | +54.2% | +19.9% |
| 5Y | +178.1% | -46.3% | +224.4% | +174.4% |
| All | +119.0% | +84.6% | +34.4% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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