+22.7%
EOG vs AR
+46.7%
-24.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +1.3% | +2.5% | -1.2% | +0.4% |
| 30D | +8.2% | +14.8% | -6.6% | +2.9% |
| 3M | +3.8% | +6.2% | -2.4% | +1.5% |
| 6M | +15.3% | +4.3% | +11.0% | +13.5% |
| YTD | +41.7% | +14.4% | +27.3% | +35.0% |
| 1Y | +23.6% | +21.3% | +2.2% | +14.8% |
| All | +22.7% | +46.7% | -24.0% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling