+21.8%
EOG vs ALB
-27.5%
+49.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.1% |
| 7D | -2.0% | -4.4% | +2.4% | -1.6% |
| 30D | +7.9% | -1.2% | +9.1% | +8.0% |
| 3M | +4.5% | -13.3% | +17.8% | +5.7% |
| 6M | +12.3% | -19.8% | +32.1% | +13.9% |
| YTD | +41.9% | -7.9% | +49.8% | +41.0% |
| 1Y | +27.8% | +60.2% | -32.3% | +17.5% |
| 3Y | +21.8% | -26.4% | +48.2% | +11.0% |
| All | +21.8% | -27.5% | +49.3% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling