+133.0%
EOG vs ES
+96.6%
+36.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | +7.4% | -1.1% | +8.5% | +7.6% |
| 30D | +2.3% | +8.2% | -5.9% | +0.8% |
| 3M | +9.5% | +0.6% | +8.8% | +9.2% |
| 6M | +17.7% | +6.0% | +11.7% | +16.0% |
| YTD | +52.9% | +9.3% | +43.6% | +49.6% |
| 1Y | +47.7% | +1.1% | +46.5% | +46.4% |
| 3Y | +41.1% | +51.9% | -10.8% | +28.0% |
| 5Y | +108.2% | +6.5% | +101.8% | +101.3% |
| All | +133.0% | +96.6% | +36.4% | +177.1% |
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