+7,763.9%
EOG vs D
+2,450.0%
+5,313.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.3% |
| 7D | -11.1% | +3.0% | -14.1% | -12.6% |
| 30D | +2.7% | +11.5% | -8.8% | -2.8% |
| 3M | +8.8% | +3.7% | +5.0% | +6.4% |
| 6M | +10.8% | +13.5% | -2.8% | +3.3% |
| YTD | +44.6% | +20.7% | +23.8% | +30.5% |
| 1Y | +44.6% | +18.2% | +26.3% | +31.5% |
| 3Y | +29.5% | +73.3% | -43.8% | -5.7% |
| 5Y | +96.3% | +12.3% | +84.0% | +74.6% |
| 10Y | +122.4% | +43.4% | +79.0% | +59.7% |
| All | +7,763.9% | +2,450.0% | +5,313.9% | +1,814.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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