+23.6%
EOG vs NRG
-18.6%
+42.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -0.2% |
| 7D | +1.3% | +7.1% | -5.8% | +1.7% |
| 30D | +8.2% | -1.4% | +9.6% | +8.1% |
| 3M | +3.8% | -10.5% | +14.3% | +3.9% |
| 6M | +15.3% | -26.7% | +42.1% | +15.8% |
| YTD | +41.7% | -24.5% | +66.2% | +42.4% |
| 1Y | +23.6% | -18.6% | +42.1% | +22.5% |
| All | +23.6% | -18.6% | +42.1% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling