+93.3%
EOG vs BURL
-15.9%
+109.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.5% | -1.3% |
| 7D | -10.7% | +3.5% | -14.2% | -10.9% |
| 30D | +1.1% | -9.3% | +10.4% | +1.8% |
| 3M | +8.7% | -32.1% | +40.8% | +11.9% |
| 6M | +4.4% | -19.8% | +24.2% | +5.7% |
| YTD | +42.4% | -13.2% | +55.6% | +42.6% |
| 1Y | +42.1% | -7.8% | +50.0% | +41.2% |
| 3Y | +25.8% | +89.3% | -63.5% | +15.5% |
| 5Y | +93.3% | -15.8% | +109.1% | +98.3% |
| All | +93.3% | -15.9% | +109.2% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling