+176.4%
EOG vs EXE
+100.7%
+75.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.9% |
| 7D | -1.3% | -2.7% | +1.4% | 0.0% |
| 30D | +3.4% | -0.4% | +3.7% | +3.5% |
| 3M | +7.8% | +9.5% | -1.6% | +2.9% |
| 6M | +13.4% | -9.3% | +22.7% | +18.6% |
| YTD | +43.5% | -10.9% | +54.4% | +50.4% |
| 1Y | +29.7% | +4.3% | +25.4% | +24.3% |
| 3Y | +23.2% | +18.8% | +4.4% | +7.0% |
| 5Y | +176.4% | +101.4% | +75.0% | +80.9% |
| All | +176.4% | +100.7% | +75.7% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling