+118.4%
EOG vs EXPE
+161.1%
-42.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -1.3% | -11.5% | +10.2% | +1.6% |
| 30D | +3.4% | -13.1% | +16.4% | +6.6% |
| 3M | +7.8% | +18.1% | -10.3% | +1.9% |
| 6M | +13.4% | +13.3% | +0.1% | +7.3% |
| YTD | +43.5% | -3.2% | +46.7% | +39.8% |
| 1Y | +29.7% | +26.1% | +3.5% | +15.4% |
| 3Y | +23.2% | +151.7% | -128.5% | -15.9% |
| 5Y | +176.4% | +88.3% | +88.1% | +89.3% |
| All | +118.4% | +161.1% | -42.7% | +7.8% |
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