+44.2%
EOG vs COMP
+23.8%
+20.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.7% | -13.0% | -3.8% |
| 7D | -8.6% | +9.5% | -18.1% | -6.8% |
| 30D | +2.8% | +8.1% | -5.3% | +4.7% |
| 3M | +3.2% | -16.3% | +19.5% | +0.7% |
| 6M | +5.3% | +42.2% | -36.9% | +13.0% |
| YTD | +44.5% | -5.0% | +49.5% | +50.1% |
| 1Y | +44.2% | +20.1% | +24.1% | +45.3% |
| All | +44.2% | +23.8% | +20.4% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling