+4,343.5%
EOG vs ALB
+2,114.0%
+2,229.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.2% | +6.3% | +3.4% |
| 7D | -2.4% | +5.3% | -7.6% | -4.1% |
| 30D | +2.9% | -6.3% | +9.2% | +4.5% |
| 3M | +7.2% | -27.4% | +34.7% | +17.3% |
| 6M | +18.2% | -53.1% | +71.3% | +46.4% |
| YTD | +48.9% | -32.3% | +81.2% | +59.4% |
| 1Y | +46.7% | -7.3% | +54.0% | +40.5% |
| 3Y | +37.4% | -14.9% | +52.3% | +18.9% |
| 5Y | +103.9% | -62.0% | +165.9% | +118.8% |
| 10Y | +127.0% | +33.0% | +94.0% | +38.7% |
| All | +4,343.5% | +2,114.0% | +2,229.5% | +1,246.4% |
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