+171.7%
EOG vs BURL
-11.0%
+182.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.7% |
| 7D | +1.3% | -2.8% | +4.1% | +1.5% |
| 30D | +8.2% | -28.2% | +36.3% | +11.2% |
| 3M | +3.8% | -17.6% | +21.4% | +5.3% |
| 6M | +15.3% | -11.8% | +27.1% | +15.7% |
| YTD | +41.7% | -8.1% | +49.9% | +41.5% |
| 1Y | +23.6% | -12.0% | +35.5% | +23.6% |
| 3Y | +23.3% | +63.3% | -40.0% | +14.7% |
| All | +171.7% | -11.0% | +182.7% | +180.4% |
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