+382.4%
EOG vs BAH
+1,077.1%
-694.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +4.6% | -1.6% | +6.2% | +4.9% |
| 30D | +2.9% | +18.0% | -15.2% | -1.5% |
| 3M | +8.0% | +11.4% | -3.5% | +4.7% |
| 6M | +17.0% | +17.7% | -0.7% | +11.2% |
| YTD | +51.1% | +5.4% | +45.7% | +45.9% |
| 1Y | +45.1% | +2.8% | +42.4% | +40.9% |
| 3Y | +39.4% | -26.7% | +66.1% | +42.3% |
| 5Y | +105.6% | +8.1% | +97.5% | +83.0% |
| 10Y | +133.5% | +202.5% | -69.1% | +53.4% |
| All | +382.4% | +1,077.1% | -694.7% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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