+119.1%
EOG vs ECL
+149.7%
-30.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | +2.0% |
| 7D | -1.3% | -2.7% | +1.4% | -0.2% |
| 30D | +3.4% | -4.3% | +7.7% | +5.2% |
| 3M | +7.8% | +3.2% | +4.6% | +5.7% |
| 6M | +13.4% | -2.9% | +16.3% | +13.3% |
| YTD | +43.5% | +4.3% | +39.2% | +38.2% |
| 1Y | +29.7% | +1.6% | +28.0% | +25.8% |
| 3Y | +23.2% | +54.3% | -31.1% | -5.7% |
| 5Y | +176.4% | +26.5% | +149.9% | +131.9% |
| 10Y | +119.1% | +155.6% | -36.5% | +27.0% |
| All | +119.1% | +149.7% | -30.5% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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