+7,608.4%
EOG vs NOC
+16,458.4%
-8,850.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +1.3% | -5.2% | +6.5% | +2.9% |
| 30D | +8.2% | -7.2% | +15.4% | +10.5% |
| 3M | +3.8% | -5.1% | +8.9% | +5.1% |
| 6M | +15.3% | -31.1% | +46.4% | +28.3% |
| YTD | +41.7% | -8.6% | +50.3% | +43.9% |
| 1Y | +23.6% | -9.7% | +33.3% | +25.8% |
| 3Y | +23.3% | +24.3% | -1.0% | +11.4% |
| 5Y | +170.4% | +52.6% | +117.8% | +127.7% |
| 10Y | +125.5% | +183.6% | -58.1% | +57.3% |
| All | +7,608.4% | +16,458.4% | -8,850.0% | +3,059.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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