+1,942.2%
EOG vs NRG
+1,510.3%
+432.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.7% |
| 7D | +1.5% | -4.7% | +6.2% | +3.3% |
| 30D | +2.9% | -6.0% | +8.9% | +4.8% |
| 3M | +8.7% | -8.0% | +16.7% | +9.6% |
| 6M | +12.9% | -23.2% | +36.1% | +19.7% |
| YTD | +43.8% | -28.1% | +71.9% | +54.7% |
| 1Y | +27.1% | -27.3% | +54.3% | +34.1% |
| 3Y | +25.9% | +208.7% | -182.8% | -37.3% |
| 5Y | +177.9% | +197.7% | -19.7% | +36.2% |
| 10Y | +119.7% | +1,103.3% | -983.7% | -49.6% |
| All | +1,942.2% | +1,510.3% | +432.0% | +377.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling