+279.6%
EOG vs COPX
+200.8%
+78.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -1.3% | +6.0% | -7.3% | -4.2% |
| 30D | +3.4% | +6.4% | -3.1% | -0.2% |
| 3M | +7.8% | +19.3% | -11.4% | -3.7% |
| 6M | +13.4% | +16.2% | -2.9% | -1.4% |
| YTD | +43.5% | +33.2% | +10.3% | +13.4% |
| 1Y | +29.7% | +90.2% | -60.6% | -17.1% |
| 3Y | +23.2% | +175.7% | -152.5% | -40.4% |
| 5Y | +176.4% | +193.1% | -16.7% | +24.3% |
| 10Y | +119.1% | +619.4% | -500.3% | -45.3% |
| All | +279.6% | +200.8% | +78.8% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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