+43.7%
EOG vs AS
+142.2%
-98.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.3% | +0.9% |
| 7D | -6.0% | +5.8% | -11.8% | -6.0% |
| 30D | +0.9% | +15.4% | -14.5% | +0.8% |
| 3M | +10.9% | -11.9% | +22.8% | +11.3% |
| 6M | +15.8% | -9.9% | +25.7% | +16.1% |
| YTD | +45.8% | -13.1% | +58.9% | +46.4% |
| 1Y | +45.3% | +9.9% | +35.4% | +42.2% |
| All | +43.7% | +142.2% | -98.6% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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