+21.8%
EOG vs ECL
+58.2%
-36.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -2.0% | -0.8% | -1.3% | -2.1% |
| 30D | +7.9% | -2.5% | +10.4% | +7.8% |
| 3M | +4.5% | +8.3% | -3.8% | +4.6% |
| 6M | +12.3% | -1.1% | +13.4% | +13.0% |
| YTD | +41.9% | +6.5% | +35.4% | +41.5% |
| 1Y | +27.8% | +2.1% | +25.8% | +27.9% |
| 3Y | +21.8% | +57.6% | -35.8% | +16.2% |
| All | +21.8% | +58.2% | -36.4% | +16.2% |
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