+4,111.8%
EOG vs NTAP
+23,420.6%
-19,308.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +1.3% | -0.8% | +2.0% | +1.4% |
| 30D | +8.2% | -0.5% | +8.7% | +8.2% |
| 3M | +3.8% | +4.1% | -0.2% | +2.9% |
| 6M | +15.3% | +88.0% | -72.6% | +4.6% |
| YTD | +41.7% | +75.6% | -33.9% | +29.6% |
| 1Y | +23.6% | +58.9% | -35.4% | +14.4% |
| 3Y | +23.3% | +153.6% | -130.3% | +5.7% |
| 5Y | +170.4% | +127.6% | +42.8% | +134.1% |
| 10Y | +125.5% | +580.4% | -454.9% | +69.4% |
| All | +4,111.8% | +23,420.6% | -19,308.8% | +1,941.3% |
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