+4,523.6%
EOG vs NTAP
+22,937.7%
-18,414.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | +2.1% |
| 7D | +7.6% | +7.2% | +0.4% | +6.6% |
| 30D | +3.4% | -18.4% | +21.7% | +6.0% |
| 3M | +12.7% | -11.3% | +24.0% | +14.0% |
| 6M | +19.0% | +53.8% | -34.8% | +10.6% |
| YTD | +55.6% | +72.0% | -16.4% | +41.9% |
| 1Y | +49.5% | +68.0% | -18.5% | +36.8% |
| 3Y | +43.2% | +149.5% | -106.3% | +22.5% |
| 5Y | +111.8% | +125.6% | -13.7% | +82.8% |
| 10Y | +140.4% | +583.1% | -442.8% | +79.8% |
| All | +4,523.6% | +22,937.7% | -18,414.1% | +2,136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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