+4,409.8%
EOG vs ALB
+2,138.3%
+2,271.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | +4.6% | +1.1% | +3.5% | +4.1% |
| 30D | +2.9% | -2.6% | +5.4% | +3.2% |
| 3M | +8.0% | -25.6% | +33.5% | +17.1% |
| 6M | +17.0% | -54.0% | +71.0% | +45.9% |
| YTD | +51.1% | -31.6% | +82.7% | +61.3% |
| 1Y | +45.1% | -6.6% | +51.7% | +38.7% |
| 3Y | +39.4% | -14.0% | +53.4% | +20.3% |
| 5Y | +105.6% | -62.5% | +168.1% | +121.9% |
| 10Y | +133.5% | +36.3% | +97.2% | +41.4% |
| All | +4,409.8% | +2,138.3% | +2,271.5% | +1,261.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling