+21.8%
EOG vs EXEL
+160.6%
-138.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.1% |
| 7D | -2.0% | +1.4% | -3.4% | -2.0% |
| 30D | +7.9% | +6.7% | +1.2% | +7.9% |
| 3M | +4.5% | +11.5% | -7.0% | +4.3% |
| 6M | +12.3% | +38.8% | -26.5% | +11.6% |
| YTD | +41.9% | +31.6% | +10.3% | +41.1% |
| 1Y | +27.8% | +53.0% | -25.2% | +26.1% |
| 3Y | +21.8% | +160.8% | -139.0% | +17.6% |
| All | +21.8% | +160.6% | -138.8% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling