+110.4%
EOG vs AR
+45.1%
+65.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | -2.0% | -1.8% | -0.2% | -1.4% |
| 30D | +7.9% | +12.6% | -4.7% | +3.6% |
| 3M | +4.5% | +10.0% | -5.5% | +1.2% |
| 6M | +12.3% | +0.6% | +11.7% | +12.0% |
| YTD | +41.9% | +13.4% | +28.5% | +35.5% |
| 1Y | +27.8% | +21.7% | +6.1% | +18.5% |
| 3Y | +21.8% | +45.8% | -24.0% | +2.2% |
| 5Y | +174.0% | +144.3% | +29.8% | +88.4% |
| 10Y | +110.4% | +41.8% | +68.6% | +61.9% |
| All | +110.4% | +45.1% | +65.2% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling