+40.7%
EOG vs EXE
+20.0%
+20.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +7.4% | +3.6% | +3.9% | +5.9% |
| 30D | +2.3% | -4.3% | +6.6% | +4.2% |
| 3M | +9.5% | -7.7% | +17.1% | +13.0% |
| 6M | +17.7% | -7.2% | +24.9% | +21.2% |
| YTD | +52.9% | -18.5% | +71.4% | +64.3% |
| 1Y | +47.7% | -24.4% | +72.0% | +63.1% |
| All | +40.7% | +20.0% | +20.7% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling