+7,763.9%
EOG vs EXPD
+30,172.0%
-22,408.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.1% |
| 7D | -11.1% | -7.2% | -4.0% | -9.5% |
| 30D | +2.7% | -3.3% | +6.0% | +3.5% |
| 3M | +8.8% | +3.4% | +5.4% | +7.7% |
| 6M | +10.8% | +22.7% | -11.9% | +4.9% |
| YTD | +44.6% | +24.5% | +20.0% | +35.3% |
| 1Y | +44.6% | +38.6% | +5.9% | +31.6% |
| 3Y | +29.5% | +71.5% | -42.0% | +10.5% |
| 5Y | +96.3% | +56.2% | +40.0% | +69.2% |
| 10Y | +122.4% | +310.5% | -188.0% | +52.6% |
| All | +7,763.9% | +30,172.0% | -22,408.1% | +3,701.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling