+154.9%
EOG vs COMP
-52.0%
+206.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.7% | -9.2% | +1.1% |
| 7D | -11.1% | +13.4% | -24.6% | -11.6% |
| 30D | +2.7% | +11.1% | -8.4% | +2.1% |
| 3M | +8.8% | -18.8% | +27.6% | +9.5% |
| 6M | +10.8% | +10.5% | +0.3% | +9.4% |
| YTD | +44.6% | -3.4% | +48.0% | +43.0% |
| 1Y | +44.6% | +19.7% | +24.9% | +40.6% |
| 3Y | +29.5% | +381.6% | -352.1% | +10.1% |
| 5Y | +96.3% | -17.6% | +113.9% | +80.5% |
| All | +154.9% | -52.0% | +206.8% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling