+26.0%
EOG vs NSC
+75.0%
-49.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.0% | -1.4% | +2.4% | +1.3% |
| 30D | +2.8% | -3.4% | +6.2% | +3.6% |
| 3M | +5.9% | +5.1% | +0.8% | +4.4% |
| 6M | +17.1% | +9.2% | +7.8% | +13.8% |
| YTD | +43.9% | +13.4% | +30.5% | +38.2% |
| 1Y | +26.9% | +20.8% | +6.1% | +19.6% |
| All | +26.0% | +75.0% | -49.0% | +3.4% |
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