+26.9%
EOG vs ALB
+68.9%
-42.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.4% |
| 7D | +1.0% | -7.6% | +8.6% | +1.3% |
| 30D | +2.8% | -5.6% | +8.4% | +3.1% |
| 3M | +5.9% | -16.8% | +22.7% | +6.5% |
| 6M | +17.1% | -26.3% | +43.4% | +18.2% |
| YTD | +43.9% | -13.2% | +57.2% | +43.8% |
| 1Y | +26.9% | +68.8% | -41.9% | +19.8% |
| All | +26.9% | +68.9% | -42.0% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling