+176.4%
EOG vs BAX
-67.6%
+244.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.4% |
| 7D | -1.3% | -5.1% | +3.8% | -0.7% |
| 30D | +3.4% | -12.2% | +15.5% | +4.9% |
| 3M | +7.8% | +21.8% | -14.0% | +4.9% |
| 6M | +13.4% | +36.3% | -23.0% | +8.2% |
| YTD | +43.5% | +27.8% | +15.7% | +37.4% |
| 1Y | +29.7% | -0.1% | +29.7% | +29.2% |
| 3Y | +23.2% | -33.3% | +56.5% | +29.4% |
| 5Y | +176.4% | -67.1% | +243.5% | +243.1% |
| All | +176.4% | -67.6% | +244.0% | +243.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling