+137.1%
EOG vs M
-7.1%
+144.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | +7.6% | +7.0% | +0.6% | +6.0% |
| 30D | +3.4% | +8.9% | -5.5% | +1.0% |
| 3M | +12.7% | +4.5% | +8.2% | +10.8% |
| 6M | +19.0% | +36.2% | -17.2% | +9.3% |
| YTD | +55.6% | +15.1% | +40.4% | +47.1% |
| 1Y | +49.5% | +27.4% | +22.1% | +37.7% |
| 3Y | +43.2% | +160.1% | -117.0% | +3.1% |
| 5Y | +111.8% | -1.6% | +113.4% | +82.2% |
| All | +137.1% | -7.1% | +144.2% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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