+5,146.9%
EOG vs EME
+62,686.4%
-57,539.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.7% |
| 7D | -2.0% | +5.2% | -7.2% | -3.6% |
| 30D | +7.9% | -5.4% | +13.2% | +9.6% |
| 3M | +4.5% | -6.1% | +10.6% | +4.7% |
| 6M | +12.3% | +9.7% | +2.6% | +5.8% |
| YTD | +41.9% | +26.6% | +15.3% | +26.6% |
| 1Y | +27.8% | +24.6% | +3.2% | +12.8% |
| 3Y | +21.8% | +249.6% | -227.8% | -28.4% |
| 5Y | +174.0% | +556.6% | -382.6% | +26.5% |
| 10Y | +110.4% | +1,286.6% | -1,176.3% | -24.5% |
| All | +5,146.9% | +62,686.4% | -57,539.5% | +1,245.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling