+127.0%
EOG vs COO
+38.3%
+88.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.2% |
| 7D | -2.4% | +4.5% | -6.9% | -3.7% |
| 30D | +2.9% | +16.9% | -14.0% | -1.7% |
| 3M | +7.2% | -16.7% | +24.0% | +12.1% |
| 6M | +18.2% | +5.9% | +12.2% | +14.1% |
| YTD | +48.9% | -22.4% | +71.3% | +58.0% |
| 1Y | +46.7% | -10.1% | +56.8% | +48.0% |
| 3Y | +37.4% | -22.8% | +60.2% | +39.7% |
| 5Y | +103.9% | -41.4% | +145.3% | +125.8% |
| 10Y | +127.0% | +41.3% | +85.8% | +131.4% |
| All | +127.0% | +38.3% | +88.7% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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