+43.2%
EOG vs NSC
+77.7%
-34.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | +7.6% | +2.5% | +5.1% | +7.0% |
| 30D | +3.4% | +1.7% | +1.7% | +2.8% |
| 3M | +12.7% | -2.6% | +15.3% | +13.1% |
| 6M | +19.0% | +6.4% | +12.6% | +16.7% |
| YTD | +55.6% | +15.5% | +40.1% | +48.7% |
| 1Y | +49.5% | +17.6% | +31.9% | +42.2% |
| 3Y | +43.2% | +75.0% | -31.8% | +22.7% |
| All | +43.2% | +77.7% | -34.6% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling