+120.5%
EOG vs EXPD
+334.2%
-213.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -0.2% |
| 7D | -6.0% | -5.5% | -0.5% | -3.9% |
| 30D | +0.9% | -1.9% | +2.7% | +1.5% |
| 3M | +10.9% | +6.1% | +4.8% | +8.0% |
| 6M | +15.8% | +21.6% | -5.8% | +6.1% |
| YTD | +45.8% | +27.9% | +18.0% | +28.8% |
| 1Y | +45.3% | +39.4% | +5.9% | +23.2% |
| 3Y | +36.2% | +72.7% | -36.5% | +1.4% |
| 5Y | +94.0% | +60.3% | +33.7% | +45.8% |
| 10Y | +120.5% | +332.6% | -212.1% | +1.6% |
| All | +120.5% | +334.2% | -213.7% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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