+3,715.6%
EOG vs EXEL
+273.2%
+3,442.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +1.3% | +8.4% | -7.1% | +0.3% |
| 30D | +8.2% | +4.1% | +4.1% | +7.5% |
| 3M | +3.8% | +12.4% | -8.6% | +2.0% |
| 6M | +15.3% | +41.5% | -26.2% | +9.8% |
| YTD | +41.7% | +34.6% | +7.1% | +35.5% |
| 1Y | +23.6% | +57.9% | -34.3% | +15.4% |
| 3Y | +23.3% | +159.5% | -136.2% | +6.3% |
| 5Y | +170.4% | +198.5% | -28.1% | +126.7% |
| 10Y | +125.5% | +411.4% | -285.8% | +70.2% |
| All | +3,715.6% | +273.2% | +3,442.4% | +1,958.7% |
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