+4,017.2%
EOG vs EXEL
+341.7%
+3,675.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +7.4% | +1.6% | +5.8% | +7.2% |
| 30D | +2.3% | +17.4% | -15.1% | +0.2% |
| 3M | +9.5% | +38.6% | -29.2% | +5.0% |
| 6M | +17.7% | +41.2% | -23.5% | +12.3% |
| YTD | +52.9% | +59.3% | -6.4% | +43.1% |
| 1Y | +47.7% | +60.2% | -12.6% | +38.0% |
| 3Y | +41.1% | +232.6% | -191.4% | +18.1% |
| 5Y | +108.2% | +285.9% | -177.6% | +69.1% |
| 10Y | +136.3% | +325.9% | -189.6% | +82.9% |
| All | +4,017.2% | +341.7% | +3,675.5% | +2,073.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling