+94.0%
EOG vs BURL
-12.4%
+106.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.6% |
| 7D | -6.0% | +7.7% | -13.7% | -6.5% |
| 30D | +0.9% | -7.1% | +8.0% | +1.4% |
| 3M | +10.9% | -30.3% | +41.2% | +14.0% |
| 6M | +15.8% | -15.5% | +31.3% | +16.7% |
| YTD | +45.8% | -11.0% | +56.8% | +45.8% |
| 1Y | +45.3% | -8.4% | +53.7% | +44.6% |
| 3Y | +36.2% | +96.7% | -60.5% | +24.5% |
| 5Y | +94.0% | -14.1% | +108.0% | +100.0% |
| All | +94.0% | -12.4% | +106.3% | +100.0% |
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