+151.0%
EOG vs COMP
-56.6%
+207.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.7% | -1.1% |
| 7D | -10.7% | -1.8% | -8.9% | -10.7% |
| 30D | +1.1% | -0.8% | +1.9% | +1.0% |
| 3M | +8.7% | -28.1% | +36.8% | +10.0% |
| 6M | +4.4% | +27.0% | -22.6% | +1.8% |
| YTD | +42.4% | -12.8% | +55.1% | +41.4% |
| 1Y | +42.1% | +4.9% | +37.2% | +39.1% |
| 3Y | +25.8% | +321.0% | -295.2% | +7.7% |
| 5Y | +93.3% | -25.6% | +118.9% | +78.5% |
| All | +151.0% | -56.6% | +207.6% | +162.7% |
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 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