+166.2%
EOG vs NTR
+45.7%
+120.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.5% | -1.3% | +2.8% | +2.0% |
| 30D | +2.9% | +16.8% | -13.8% | -3.9% |
| 3M | +8.7% | +20.7% | -12.0% | -0.1% |
| 6M | +12.9% | +0.5% | +12.4% | +11.7% |
| YTD | +43.8% | +29.2% | +14.6% | +27.2% |
| 1Y | +27.1% | +39.6% | -12.5% | +8.1% |
| 3Y | +25.9% | +37.9% | -12.0% | +5.5% |
| All | +166.2% | +45.7% | +120.5% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling