+174.0%
EOG vs ALL
+117.0%
+57.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.8% |
| 7D | -2.0% | -1.7% | -0.3% | -1.6% |
| 30D | +7.9% | -4.7% | +12.6% | +9.3% |
| 3M | +4.5% | +18.4% | -13.9% | -0.9% |
| 6M | +12.3% | +20.5% | -8.2% | +5.8% |
| YTD | +41.9% | +23.5% | +18.3% | +32.2% |
| 1Y | +27.8% | +29.0% | -1.1% | +17.2% |
| 3Y | +21.8% | +153.7% | -131.9% | -15.5% |
| 5Y | +174.0% | +114.8% | +59.2% | +111.2% |
| All | +174.0% | +117.0% | +57.0% | +111.2% |
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