+137.1%
EOG vs IT
+90.0%
+47.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +7.6% | +1.1% | +6.5% | +7.3% |
| 30D | +3.4% | -1.8% | +5.2% | +3.1% |
| 3M | +12.7% | +4.8% | +7.9% | +9.7% |
| 6M | +19.0% | +33.0% | -14.0% | +5.9% |
| YTD | +55.6% | -23.8% | +79.4% | +61.8% |
| 1Y | +49.5% | -16.5% | +66.1% | +50.5% |
| 3Y | +43.2% | -53.6% | +96.8% | +70.3% |
| 5Y | +111.8% | -42.1% | +154.0% | +120.2% |
| All | +137.1% | +90.0% | +47.1% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling