+8,118.8%
EOG vs ECL
+14,389.6%
-6,270.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +4.6% | -2.3% | +6.8% | +5.6% |
| 30D | +2.9% | +8.3% | -5.4% | -0.9% |
| 3M | +8.0% | +8.4% | -0.5% | +3.7% |
| 6M | +17.0% | +23.3% | -6.3% | +5.4% |
| YTD | +51.1% | +18.2% | +32.9% | +37.3% |
| 1Y | +45.1% | +18.8% | +26.3% | +31.4% |
| 3Y | +39.4% | +78.5% | -39.0% | +2.3% |
| 5Y | +105.6% | +40.1% | +65.5% | +62.9% |
| 10Y | +133.5% | +196.5% | -63.0% | +30.4% |
| All | +8,118.8% | +14,389.6% | -6,270.8% | +1,933.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling