+84.6%
EOG vs NTR
+97.9%
-13.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.5% | -1.3% | +2.8% | +2.2% |
| 30D | +2.9% | +16.8% | -13.8% | -6.2% |
| 3M | +8.7% | +20.7% | -12.0% | -3.2% |
| 6M | +12.9% | +0.5% | +12.4% | +11.0% |
| YTD | +43.8% | +29.2% | +14.6% | +21.2% |
| 1Y | +27.1% | +39.6% | -12.5% | +1.3% |
| 3Y | +25.9% | +37.9% | -12.0% | -2.7% |
| 5Y | +177.9% | +47.1% | +130.9% | +81.6% |
| All | +84.6% | +97.9% | -13.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling