+94.0%
EOG vs ALL
+145.6%
-51.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -6.0% | -3.9% | -2.1% | -5.1% |
| 30D | +0.9% | +10.6% | -9.8% | -2.3% |
| 3M | +10.9% | -4.6% | +15.5% | +11.9% |
| 6M | +15.8% | +20.2% | -4.4% | +9.0% |
| YTD | +45.8% | +23.7% | +22.1% | +35.4% |
| 1Y | +45.3% | +27.9% | +17.4% | +33.4% |
| 3Y | +36.2% | +109.2% | -73.0% | +2.0% |
| 5Y | +94.0% | +148.0% | -54.0% | +30.1% |
| All | +94.0% | +145.6% | -51.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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