+105.6%
EOG vs COMP
-14.2%
+119.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.4% |
| 7D | +4.6% | +2.2% | +2.4% | +4.4% |
| 30D | +2.9% | +16.3% | -13.5% | +2.1% |
| 3M | +8.0% | -19.1% | +27.1% | +8.7% |
| 6M | +17.0% | +17.1% | -0.1% | +15.2% |
| YTD | +51.1% | -2.9% | +54.0% | +49.5% |
| 1Y | +45.1% | +8.8% | +36.3% | +42.2% |
| 3Y | +39.4% | +423.5% | -384.0% | +18.3% |
| 5Y | +105.6% | -10.5% | +116.1% | +86.4% |
| All | +105.6% | -14.2% | +119.8% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling