+27.8%
EOG vs FIVE
+65.4%
-37.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -2.0% | +3.7% | -5.7% | -1.9% |
| 30D | +7.9% | +4.0% | +3.9% | +8.1% |
| 3M | +4.5% | +36.2% | -31.8% | +5.2% |
| 6M | +12.3% | +18.0% | -5.7% | +12.3% |
| YTD | +41.9% | +34.9% | +7.0% | +39.6% |
| 1Y | +27.8% | +67.9% | -40.1% | +21.4% |
| All | +27.8% | +65.4% | -37.5% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling