+137.1%
EOG vs BAX
-35.8%
+172.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.7% |
| 7D | +7.6% | +0.1% | +7.5% | +7.6% |
| 30D | +3.4% | +4.1% | -0.7% | +2.0% |
| 3M | +12.7% | -4.5% | +17.3% | +13.3% |
| 6M | +19.0% | +49.2% | -30.2% | +6.5% |
| YTD | +55.6% | +35.2% | +20.3% | +40.3% |
| 1Y | +49.5% | +38.3% | +11.3% | +33.9% |
| 3Y | +43.2% | -19.0% | +62.2% | +44.1% |
| 5Y | +111.8% | -64.2% | +176.0% | +185.9% |
| All | +137.1% | -35.8% | +172.9% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling