+217.5%
EOG vs EXE
+188.3%
+29.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.0% | -2.2% | +3.2% | +2.2% |
| 30D | +2.8% | -0.8% | +3.6% | +3.2% |
| 3M | +5.9% | +10.0% | -4.1% | +0.7% |
| 6M | +17.1% | -6.3% | +23.4% | +20.6% |
| YTD | +43.9% | -10.7% | +54.6% | +50.9% |
| 1Y | +26.9% | +2.7% | +24.2% | +22.5% |
| 3Y | +23.6% | +19.1% | +4.4% | +6.6% |
| 5Y | +178.1% | +105.4% | +72.7% | +68.1% |
| All | +217.5% | +188.3% | +29.2% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling