+162.5%
EOG vs COMP
-53.0%
+215.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.4% | +9.5% | +2.4% |
| 7D | -2.4% | +7.2% | -9.5% | -2.7% |
| 30D | +2.9% | +6.4% | -3.4% | +2.5% |
| 3M | +7.2% | -19.4% | +26.7% | +8.0% |
| 6M | +18.2% | +14.6% | +3.6% | +16.4% |
| YTD | +48.9% | -5.5% | +54.4% | +47.4% |
| 1Y | +46.7% | +13.7% | +33.0% | +43.1% |
| 3Y | +37.4% | +409.7% | -372.3% | +16.2% |
| 5Y | +103.9% | -17.0% | +120.9% | +87.0% |
| All | +162.5% | -53.0% | +215.5% | +173.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling