+137.1%
EOG vs EXPE
+123.5%
+13.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | +7.6% | -0.5% | +8.1% | +7.7% |
| 30D | +3.4% | -6.1% | +9.5% | +3.9% |
| 3M | +12.7% | -21.3% | +34.0% | +17.8% |
| 6M | +19.0% | +19.0% | 0.0% | +10.6% |
| YTD | +55.6% | -8.4% | +64.0% | +51.8% |
| 1Y | +49.5% | -2.8% | +52.3% | +42.9% |
| 3Y | +43.2% | +120.8% | -77.6% | +1.1% |
| 5Y | +111.8% | +46.2% | +65.7% | +58.9% |
| All | +137.1% | +123.5% | +13.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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