+166.2%
EOG vs NRG
+194.8%
-28.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | +1.5% | -4.7% | +6.2% | +2.3% |
| 30D | +2.9% | -6.0% | +8.9% | +3.7% |
| 3M | +8.7% | -8.0% | +16.7% | +9.1% |
| 6M | +12.9% | -23.2% | +36.1% | +16.2% |
| YTD | +43.8% | -28.1% | +71.9% | +49.4% |
| 1Y | +27.1% | -27.3% | +54.3% | +30.6% |
| 3Y | +25.9% | +208.7% | -182.8% | -24.5% |
| All | +166.2% | +194.8% | -28.6% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling