+331.5%
EOG vs FIVE
+874.1%
-542.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.7% | -0.1% |
| 7D | -6.0% | +6.2% | -12.2% | -7.1% |
| 30D | +0.9% | +18.2% | -17.3% | -2.3% |
| 3M | +10.9% | +3.8% | +7.1% | +9.6% |
| 6M | +15.8% | +13.7% | +2.0% | +11.8% |
| YTD | +45.8% | +34.7% | +11.1% | +35.4% |
| 1Y | +45.3% | +66.6% | -21.3% | +29.4% |
| 3Y | +36.2% | +44.3% | -8.1% | +18.2% |
| 5Y | +94.0% | +18.8% | +75.2% | +69.8% |
| 10Y | +120.5% | +569.2% | -448.7% | +26.8% |
| All | +331.5% | +874.1% | -542.7% | +120.9% |
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