+17.0%
EOG vs AR
+4.3%
+12.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.5% |
| 7D | +4.6% | +2.1% | +2.5% | +3.1% |
| 30D | +2.9% | +4.5% | -1.7% | -0.2% |
| 3M | +8.0% | +1.0% | +6.9% | +7.0% |
| 6M | +17.0% | +4.4% | +12.6% | +12.9% |
| All | +17.0% | +4.3% | +12.7% | +12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling