+10,510.2%
EOG vs M
+396.5%
+10,113.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | +1.3% | +4.7% | -3.4% | +0.3% |
| 30D | +8.2% | -9.6% | +17.8% | +10.4% |
| 3M | +3.8% | +0.9% | +3.0% | +2.9% |
| 6M | +15.3% | +22.3% | -7.0% | +9.0% |
| YTD | +41.7% | +6.5% | +35.2% | +37.3% |
| 1Y | +23.6% | +38.8% | -15.2% | +12.3% |
| 3Y | +23.3% | +115.9% | -92.6% | -4.6% |
| 5Y | +170.4% | +28.6% | +141.8% | +118.7% |
| 10Y | +125.5% | -2.5% | +128.1% | +66.9% |
| All | +10,510.2% | +396.5% | +10,113.7% | +5,088.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling