+319.2%
EOG vs FIVE
+868.1%
-548.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.4% |
| 7D | +1.3% | +4.3% | -3.0% | +0.5% |
| 30D | +8.2% | +12.5% | -4.3% | +5.6% |
| 3M | +3.8% | +31.2% | -27.4% | -1.6% |
| 6M | +15.3% | +14.4% | +1.0% | +11.1% |
| YTD | +41.7% | +33.9% | +7.8% | +32.2% |
| 1Y | +23.6% | +65.1% | -41.5% | +10.2% |
| 3Y | +23.3% | +49.0% | -25.7% | +6.4% |
| 5Y | +170.4% | +30.3% | +140.1% | +131.2% |
| 10Y | +125.5% | +481.1% | -355.6% | +33.3% |
| All | +319.2% | +868.1% | -548.9% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling