+118.9%
EOG vs EXEL
+375.2%
-256.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | +1.5% | -4.9% | +6.4% | +2.4% |
| 30D | +2.9% | +11.4% | -8.4% | +1.0% |
| 3M | +8.7% | +4.9% | +3.8% | +7.4% |
| 6M | +12.9% | +34.4% | -21.5% | +6.1% |
| YTD | +43.8% | +28.0% | +15.8% | +35.9% |
| 1Y | +27.1% | +43.6% | -16.6% | +16.9% |
| 3Y | +25.9% | +155.2% | -129.3% | -0.5% |
| 5Y | +177.9% | +181.2% | -3.2% | +110.7% |
| All | +118.9% | +375.2% | -256.3% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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