+173.7%
EOG vs ALB
-45.0%
+218.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.1% |
| 7D | +1.3% | -8.1% | +9.3% | +2.5% |
| 30D | +8.2% | +6.3% | +1.9% | +7.0% |
| 3M | +3.8% | -23.6% | +27.4% | +7.6% |
| 6M | +15.3% | -24.6% | +39.9% | +18.9% |
| YTD | +41.7% | -10.3% | +52.0% | +40.9% |
| 1Y | +23.6% | +61.5% | -37.9% | +9.5% |
| 3Y | +23.3% | -34.0% | +57.3% | +23.6% |
| All | +173.7% | -45.0% | +218.7% | +188.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling