+47.7%
EOG vs EL
+22.5%
+25.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.0% |
| 7D | +7.4% | +2.7% | +4.7% | +7.7% |
| 30D | +2.3% | +10.8% | -8.5% | +3.6% |
| 3M | +9.5% | +26.5% | -17.0% | +12.5% |
| 6M | +17.7% | +31.1% | -13.5% | +21.8% |
| YTD | +52.9% | +6.6% | +46.3% | +59.7% |
| 1Y | +47.7% | +21.8% | +25.9% | +49.4% |
| All | +47.7% | +22.5% | +25.2% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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