+171.7%
EOG vs ES
-5.6%
+177.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +8.2% | -2.0% | +10.1% | +8.5% |
| 3M | +3.8% | +1.7% | +2.1% | +3.3% |
| 6M | +15.3% | -3.5% | +18.9% | +15.8% |
| YTD | +41.7% | +7.9% | +33.8% | +38.8% |
| 1Y | +23.6% | +17.2% | +6.4% | +18.3% |
| 3Y | +23.3% | +29.3% | -6.0% | +13.8% |
| All | +171.7% | -5.6% | +177.3% | +173.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling