+43.2%
EOG vs ECL
+79.8%
-36.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.8% |
| 7D | +7.6% | +2.9% | +4.7% | +7.8% |
| 30D | +3.4% | +7.5% | -4.1% | +3.8% |
| 3M | +12.7% | +12.2% | +0.5% | +13.4% |
| 6M | +19.0% | +24.6% | -5.6% | +19.7% |
| YTD | +55.6% | +18.8% | +36.8% | +55.8% |
| 1Y | +49.5% | +19.3% | +30.2% | +49.6% |
| 3Y | +43.2% | +78.2% | -35.1% | +37.8% |
| All | +43.2% | +79.8% | -36.7% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling