+11,046.6%
EOG vs M
+444.9%
+10,601.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | -2.4% | +5.0% | -7.4% | -3.6% |
| 30D | +2.9% | +10.6% | -7.7% | +0.3% |
| 3M | +7.2% | +1.6% | +5.7% | +6.1% |
| 6M | +18.2% | +30.8% | -12.7% | +9.7% |
| YTD | +48.9% | +16.9% | +32.0% | +40.5% |
| 1Y | +46.7% | +26.3% | +20.4% | +35.7% |
| 3Y | +37.4% | +158.6% | -121.2% | +1.9% |
| 5Y | +103.9% | +2.1% | +101.8% | +75.0% |
| 10Y | +127.0% | -4.3% | +131.3% | +67.8% |
| All | +11,046.6% | +444.9% | +10,601.7% | +5,209.0% |
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 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