+611.0%
EOG vs EXPE
+851.4%
-240.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +1.3% | -9.5% | +10.8% | +3.9% |
| 30D | +8.2% | -6.6% | +14.8% | +9.8% |
| 3M | +3.8% | +31.4% | -27.6% | -4.8% |
| 6M | +15.3% | +35.2% | -19.9% | +3.7% |
| YTD | +41.7% | +5.8% | +35.9% | +34.6% |
| 1Y | +23.6% | +38.7% | -15.1% | +7.3% |
| 3Y | +23.3% | +175.8% | -152.5% | -16.7% |
| 5Y | +170.4% | +111.8% | +58.6% | +84.1% |
| 10Y | +125.5% | +179.7% | -54.2% | +30.2% |
| All | +611.0% | +851.4% | -240.4% | +92.1% |
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