+396.7%
EOG vs BAH
+1,076.0%
-679.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +7.6% | +1.7% | +5.9% | +7.2% |
| 30D | +3.4% | +20.8% | -17.4% | -1.6% |
| 3M | +12.7% | +11.6% | +1.1% | +9.2% |
| 6M | +19.0% | +23.1% | -4.1% | +11.9% |
| YTD | +55.6% | +5.3% | +50.3% | +50.3% |
| 1Y | +49.5% | +6.1% | +43.4% | +43.9% |
| 3Y | +43.2% | -27.5% | +70.6% | +46.6% |
| 5Y | +111.8% | +6.2% | +105.7% | +89.6% |
| 10Y | +140.4% | +202.2% | -61.9% | +58.0% |
| All | +396.7% | +1,076.0% | -679.3% | +85.8% |
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