+7,998.0%
EOG vs BP
+1,352.6%
+6,645.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -2.4% | -6.3% | +4.0% | +2.7% |
| 30D | +2.9% | -3.6% | +6.6% | +5.9% |
| 3M | +7.2% | +5.2% | +2.0% | +3.0% |
| 6M | +18.2% | +5.3% | +12.9% | +13.3% |
| YTD | +48.9% | +33.1% | +15.7% | +18.5% |
| 1Y | +46.7% | +26.3% | +20.4% | +21.5% |
| 3Y | +37.4% | +47.5% | -10.1% | -1.0% |
| 5Y | +103.9% | +106.2% | -2.3% | +13.4% |
| 10Y | +127.0% | +127.0% | +0.1% | +24.7% |
| All | +7,998.0% | +1,352.6% | +6,645.4% | +1,947.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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