+110.4%
EOG vs ES
+85.1%
+25.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.0% | +1.4% | -3.4% | -2.3% |
| 30D | +7.9% | -1.2% | +9.0% | +8.1% |
| 3M | +4.5% | +5.0% | -0.5% | +3.4% |
| 6M | +12.3% | -2.8% | +15.1% | +12.6% |
| YTD | +41.9% | +8.6% | +33.3% | +39.1% |
| 1Y | +27.8% | +18.9% | +8.9% | +22.7% |
| 3Y | +21.8% | +32.1% | -10.3% | +13.3% |
| 5Y | +174.0% | -5.1% | +179.1% | +170.2% |
| 10Y | +110.4% | +84.2% | +26.2% | +112.7% |
| All | +110.4% | +85.1% | +25.2% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling