+134.2%
EOG vs AR
-27.2%
+161.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | +3.8% | +6.2% | -2.4% | +1.6% |
| 6M | +15.3% | +4.3% | +11.0% | +13.6% |
| YTD | +41.7% | +14.4% | +27.3% | +34.6% |
| 1Y | +23.6% | +21.3% | +2.2% | +14.2% |
| 3Y | +23.3% | +39.8% | -16.5% | +3.9% |
| 5Y | +170.4% | +142.1% | +28.3% | +81.3% |
| 10Y | +125.5% | +52.0% | +73.5% | +62.2% |
| All | +134.2% | -27.2% | +161.4% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling