+29.5%
EOG vs BURL
+86.7%
-57.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.6% |
| 7D | -11.1% | +4.1% | -15.2% | -11.3% |
| 30D | +2.7% | -9.5% | +12.2% | +3.2% |
| 3M | +8.8% | -33.5% | +42.3% | +11.6% |
| 6M | +10.8% | -22.1% | +32.9% | +12.2% |
| YTD | +44.6% | -14.6% | +59.1% | +44.3% |
| 1Y | +44.6% | -8.4% | +52.9% | +42.8% |
| 3Y | +29.5% | +86.6% | -57.1% | +22.2% |
| All | +29.5% | +86.7% | -57.2% | +22.2% |
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