+171.7%
EOG vs COMP
-31.2%
+202.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.5% |
| 7D | +1.3% | +1.4% | -0.1% | +1.2% |
| 30D | +8.2% | -13.3% | +21.5% | +8.7% |
| 3M | +3.8% | +41.1% | -37.3% | +1.6% |
| 6M | +15.3% | +17.2% | -1.9% | +13.5% |
| YTD | +41.7% | +5.2% | +36.5% | +40.0% |
| 1Y | +23.6% | +18.9% | +4.6% | +20.6% |
| 3Y | +23.3% | +215.9% | -192.6% | +9.1% |
| All | +171.7% | -31.2% | +202.9% | +159.0% |
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