+142.6%
EOG vs ESI
+198.2%
-55.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +2.0% |
| 7D | +7.6% | +5.5% | +2.1% | +5.8% |
| 30D | +3.4% | -7.8% | +11.1% | +5.4% |
| 3M | +12.7% | -15.0% | +27.7% | +17.1% |
| 6M | +19.0% | -24.9% | +43.9% | +26.1% |
| YTD | +55.6% | +33.2% | +22.3% | +32.8% |
| 1Y | +49.5% | +24.9% | +24.6% | +30.2% |
| 3Y | +43.2% | +77.8% | -34.6% | +6.3% |
| 5Y | +111.8% | +37.1% | +74.7% | +67.8% |
| 10Y | +140.4% | +320.5% | -180.1% | +25.9% |
| All | +142.6% | +198.2% | -55.6% | +49.8% |
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