+29.7%
EOG vs ECL
+0.5%
+29.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.3% | +0.4% |
| 7D | -1.3% | -2.7% | +1.4% | -2.2% |
| 30D | +3.4% | -4.3% | +7.7% | +1.9% |
| 3M | +7.8% | +3.2% | +4.6% | +9.2% |
| 6M | +13.4% | -2.9% | +16.3% | +14.5% |
| YTD | +43.5% | +4.3% | +39.2% | +44.9% |
| 1Y | +29.7% | +1.6% | +28.0% | +30.7% |
| All | +29.7% | +0.5% | +29.2% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling