+25.6%
EOG vs BAX
-33.8%
+59.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | -1.3% | -5.1% | +3.8% | -0.9% |
| 30D | +3.4% | -12.2% | +15.5% | +4.3% |
| 3M | +7.8% | +21.8% | -14.0% | +5.8% |
| 6M | +13.4% | +36.3% | -23.0% | +9.8% |
| YTD | +43.5% | +27.8% | +15.7% | +39.3% |
| 1Y | +29.7% | -0.1% | +29.7% | +30.3% |
| All | +25.6% | -33.8% | +59.4% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling