+7,763.9%
EOG vs ES
+1,235.9%
+6,528.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.4% |
| 7D | -11.1% | +1.9% | -13.0% | -11.7% |
| 30D | +2.7% | +7.1% | -4.3% | +0.5% |
| 3M | +8.8% | -1.9% | +10.7% | +9.0% |
| 6M | +10.8% | +4.4% | +6.4% | +8.7% |
| YTD | +44.6% | +7.3% | +37.3% | +40.3% |
| 1Y | +44.6% | +2.1% | +42.4% | +42.0% |
| 3Y | +29.5% | +41.8% | -12.3% | +12.9% |
| 5Y | +96.3% | +1.4% | +94.8% | +87.6% |
| 10Y | +122.4% | +86.8% | +35.7% | +65.3% |
| All | +7,763.9% | +1,235.9% | +6,528.0% | +3,695.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling