+118.9%
EOG vs BAX
-38.1%
+157.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | +1.5% | -7.9% | +9.4% | +3.4% |
| 30D | +2.9% | -11.7% | +14.6% | +5.8% |
| 3M | +8.7% | +16.2% | -7.5% | +4.0% |
| 6M | +12.9% | +32.0% | -19.1% | +3.8% |
| YTD | +43.8% | +24.7% | +19.1% | +32.7% |
| 1Y | +27.1% | -2.6% | +29.7% | +25.2% |
| 3Y | +25.9% | -35.0% | +60.9% | +35.5% |
| 5Y | +177.9% | -67.6% | +245.5% | +285.8% |
| All | +118.9% | -38.1% | +157.0% | +154.3% |
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