+23.6%
EOG vs EME
+19.7%
+3.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -0.4% |
| 7D | +1.3% | +1.9% | -0.6% | +1.5% |
| 30D | +8.2% | -8.3% | +16.4% | +7.4% |
| 3M | +3.8% | -10.7% | +14.6% | +3.3% |
| 6M | +15.3% | +1.9% | +13.4% | +15.5% |
| YTD | +41.7% | +23.5% | +18.2% | +42.2% |
| 1Y | +23.6% | +18.0% | +5.6% | +22.9% |
| All | +23.6% | +19.7% | +3.9% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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