+118.9%
EOG vs NSC
+332.1%
-213.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.5% |
| 7D | +1.5% | -2.8% | +4.3% | +3.1% |
| 30D | +2.9% | -4.5% | +7.5% | +5.5% |
| 3M | +8.7% | +3.5% | +5.2% | +6.0% |
| 6M | +12.9% | +8.5% | +4.4% | +6.1% |
| YTD | +43.8% | +12.3% | +31.5% | +32.0% |
| 1Y | +27.1% | +18.9% | +8.1% | +12.5% |
| 3Y | +25.9% | +74.1% | -48.2% | -16.7% |
| 5Y | +177.9% | +43.9% | +134.0% | +102.4% |
| All | +118.9% | +332.1% | -213.2% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling