+118.9%
EOG vs COO
+17.0%
+101.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.5% | -22.5% | +24.0% | +8.7% |
| 30D | +2.9% | -29.7% | +32.7% | +13.4% |
| 3M | +8.7% | -20.1% | +28.9% | +14.9% |
| 6M | +12.9% | -26.9% | +39.8% | +22.0% |
| YTD | +43.8% | -34.2% | +78.1% | +60.6% |
| 1Y | +27.1% | -21.3% | +48.3% | +33.1% |
| 3Y | +25.9% | -38.7% | +64.6% | +38.1% |
| 5Y | +177.9% | -52.2% | +230.1% | +229.5% |
| All | +118.9% | +17.0% | +101.9% | +132.5% |
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