+647.0%
EOG vs EXPE
+710.1%
-63.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.6% |
| 7D | -2.4% | -11.2% | +8.8% | 0.0% |
| 30D | +2.9% | -7.5% | +10.4% | +3.9% |
| 3M | +7.2% | -19.1% | +26.3% | +11.6% |
| 6M | +18.2% | +10.7% | +7.4% | +11.7% |
| YTD | +48.9% | -9.9% | +58.8% | +45.6% |
| 1Y | +46.7% | -4.6% | +51.3% | +40.6% |
| 3Y | +37.4% | +116.8% | -79.4% | -1.1% |
| 5Y | +103.9% | +38.6% | +65.3% | +56.3% |
| 10Y | +127.0% | +115.9% | +11.2% | +38.9% |
| All | +647.0% | +710.1% | -63.1% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling