+174.0%
EOG vs COO
-39.5%
+213.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.5% |
| 7D | -2.0% | -2.3% | +0.3% | -1.7% |
| 30D | +7.9% | -8.8% | +16.7% | +9.4% |
| 3M | +4.5% | +1.3% | +3.1% | +4.1% |
| 6M | +12.3% | -11.6% | +23.9% | +14.4% |
| YTD | +41.9% | -17.4% | +59.3% | +46.3% |
| 1Y | +27.8% | -1.6% | +29.4% | +27.2% |
| 3Y | +21.8% | -22.6% | +44.4% | +23.7% |
| 5Y | +174.0% | -40.3% | +214.3% | +188.0% |
| All | +174.0% | -39.5% | +213.5% | +188.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling