+121.0%
EOG vs ESI
+224.6%
-103.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -1.4% |
| 7D | +1.3% | +3.3% | -2.0% | +0.2% |
| 30D | +8.2% | -5.9% | +14.0% | +9.9% |
| 3M | +3.8% | -14.1% | +17.9% | +6.9% |
| 6M | +15.3% | +6.6% | +8.8% | +8.5% |
| YTD | +41.7% | +45.0% | -3.3% | +19.1% |
| 1Y | +23.6% | +41.5% | -17.9% | +4.0% |
| 3Y | +23.3% | +78.8% | -55.5% | -7.5% |
| 5Y | +170.4% | +70.9% | +99.5% | +99.7% |
| 10Y | +125.5% | +317.1% | -191.6% | +18.3% |
| All | +121.0% | +224.6% | -103.7% | +34.2% |
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