+135.6%
EOG vs ESI
+207.0%
-71.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +0.3% |
| 7D | +4.6% | +1.8% | +2.7% | +3.8% |
| 30D | +2.9% | -6.6% | +9.4% | +4.5% |
| 3M | +8.0% | -9.4% | +17.3% | +9.9% |
| 6M | +17.0% | -24.1% | +41.1% | +23.7% |
| YTD | +51.1% | +37.1% | +14.0% | +27.9% |
| 1Y | +45.1% | +24.5% | +20.6% | +26.7% |
| 3Y | +39.4% | +83.2% | -43.7% | +2.6% |
| 5Y | +105.6% | +44.0% | +61.6% | +60.3% |
| 10Y | +133.5% | +332.8% | -199.4% | +21.2% |
| All | +135.6% | +207.0% | -71.4% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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