+119.1%
EOG vs M
-7.1%
+126.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +2.0% |
| 7D | -1.3% | -4.1% | +2.7% | -0.5% |
| 30D | +3.4% | -13.6% | +17.0% | +6.6% |
| 3M | +7.8% | -2.3% | +10.1% | +7.5% |
| 6M | +13.4% | +21.9% | -8.6% | +6.9% |
| YTD | +43.5% | -0.6% | +44.1% | +40.9% |
| 1Y | +29.7% | +29.7% | 0.0% | +19.0% |
| 3Y | +23.2% | +107.3% | -84.1% | -6.2% |
| 5Y | +176.4% | +20.5% | +155.9% | +120.1% |
| 10Y | +119.1% | -6.1% | +125.2% | +38.3% |
| All | +119.1% | -7.1% | +126.2% | +38.3% |
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