+105.6%
EOG vs EL
-64.9%
+170.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | +2.9% | +12.3% | -9.4% | +1.8% |
| 3M | +8.0% | +28.4% | -20.4% | +5.4% |
| 6M | +17.0% | +36.7% | -19.7% | +13.2% |
| YTD | +51.1% | +8.4% | +42.7% | +49.4% |
| 1Y | +45.1% | +25.4% | +19.7% | +40.6% |
| 3Y | +39.4% | +3.4% | +36.0% | +32.6% |
| 5Y | +105.6% | -64.8% | +170.4% | +131.6% |
| All | +105.6% | -64.9% | +170.5% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling