+7,723.6%
EOG vs NSC
+5,582.3%
+2,141.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.3% |
| 7D | +1.5% | -2.8% | +4.3% | +2.6% |
| 30D | +2.9% | -4.5% | +7.5% | +4.7% |
| 3M | +8.7% | +3.5% | +5.2% | +6.9% |
| 6M | +12.9% | +8.5% | +4.4% | +8.3% |
| YTD | +43.8% | +12.3% | +31.5% | +35.9% |
| 1Y | +27.1% | +18.9% | +8.1% | +17.3% |
| 3Y | +25.9% | +74.1% | -48.2% | -2.5% |
| 5Y | +177.9% | +43.9% | +134.0% | +130.3% |
| 10Y | +119.7% | +331.6% | -212.0% | +24.1% |
| All | +7,723.6% | +5,582.3% | +2,141.2% | +2,457.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling