+7,608.4%
EOG vs COO
+5,988.7%
+1,619.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +1.3% | -2.2% | +3.5% | +1.5% |
| 30D | +8.2% | -7.0% | +15.2% | +8.8% |
| 3M | +3.8% | +12.2% | -8.4% | +2.7% |
| 6M | +15.3% | -15.1% | +30.4% | +16.6% |
| YTD | +41.7% | -15.1% | +56.8% | +43.2% |
| 1Y | +23.6% | +2.3% | +21.2% | +22.9% |
| 3Y | +23.3% | -23.7% | +47.0% | +24.7% |
| 5Y | +170.4% | -38.9% | +209.3% | +177.2% |
| 10Y | +125.5% | +49.9% | +75.6% | +117.3% |
| All | +7,608.4% | +5,988.7% | +1,619.7% | +6,112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling