+92.5%
EOG vs AXON
+71.5%
+21.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -18.2% | +19.7% | +2.2% |
| 7D | -11.1% | -26.8% | +15.7% | -10.2% |
| 30D | +2.7% | -22.9% | +25.6% | +3.6% |
| 3M | +8.8% | -40.1% | +48.8% | +10.7% |
| 6M | +10.8% | -18.9% | +29.7% | +9.8% |
| YTD | +44.6% | -44.9% | +89.5% | +47.0% |
| 1Y | +44.6% | -46.7% | +91.3% | +47.3% |
| 3Y | +29.5% | +44.3% | -14.8% | +16.7% |
| All | +92.5% | +71.5% | +21.0% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 5y: compounded portfolio wealth divided by compounded AXON 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…
5y analysis · Full analysis span regression · 6 months rolling