+29.5%
EOG vs M
+100.8%
-71.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +1.7% |
| 7D | -11.1% | -4.3% | -6.8% | -11.0% |
| 30D | +2.7% | +1.3% | +1.4% | +2.6% |
| 3M | +8.8% | -7.4% | +16.1% | +9.0% |
| 6M | +10.8% | +18.3% | -7.6% | +9.1% |
| YTD | +44.6% | +7.6% | +37.0% | +43.4% |
| 1Y | +44.6% | +17.4% | +27.2% | +42.1% |
| 3Y | +29.5% | +108.4% | -78.9% | +15.1% |
| All | +29.5% | +100.8% | -71.3% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling