+243.2%
EOG vs EXE
+165.2%
+78.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | +7.6% | +5.3% | +2.3% | +4.7% |
| 30D | +3.4% | -2.2% | +5.6% | +4.6% |
| 3M | +12.7% | -5.9% | +18.6% | +16.3% |
| 6M | +19.0% | -5.7% | +24.7% | +22.5% |
| YTD | +55.6% | -17.8% | +73.4% | +70.3% |
| 1Y | +49.5% | -23.1% | +72.7% | +69.4% |
| 3Y | +43.2% | +21.2% | +22.0% | +21.7% |
| 5Y | +111.8% | +78.8% | +33.0% | +40.7% |
| All | +243.2% | +165.2% | +78.0% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling