+43.2%
EOG vs BURL
+87.4%
-44.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +1.9% |
| 7D | +7.6% | -1.6% | +9.2% | +7.7% |
| 30D | +3.4% | -7.7% | +11.1% | +3.7% |
| 3M | +12.7% | -31.7% | +44.4% | +15.3% |
| 6M | +19.0% | -15.2% | +34.2% | +19.4% |
| YTD | +55.6% | -15.9% | +71.5% | +55.3% |
| 1Y | +49.5% | -14.2% | +63.7% | +48.7% |
| 3Y | +43.2% | +93.5% | -50.4% | +34.7% |
| All | +43.2% | +87.4% | -44.3% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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