+137.6%
EOG vs BURL
+1,051.1%
-913.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.0% |
| 7D | +1.3% | -2.8% | +4.1% | +1.8% |
| 30D | +8.2% | -28.2% | +36.3% | +15.1% |
| 3M | +3.8% | -17.6% | +21.4% | +7.2% |
| 6M | +15.3% | -11.8% | +27.1% | +16.5% |
| YTD | +41.7% | -8.1% | +49.9% | +41.8% |
| 1Y | +23.6% | -12.0% | +35.5% | +24.0% |
| 3Y | +23.3% | +63.3% | -40.0% | +4.6% |
| 5Y | +170.4% | -10.8% | +181.2% | +154.4% |
| 10Y | +125.5% | +215.9% | -90.4% | +61.6% |
| All | +137.6% | +1,051.1% | -913.5% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling