+84.1%
EOG vs NTR
+103.7%
-19.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.3% | +0.5% | -1.8% | -1.6% |
| 30D | +3.4% | +21.7% | -18.4% | -8.0% |
| 3M | +7.8% | +22.8% | -14.9% | -4.9% |
| 6M | +13.4% | +8.2% | +5.1% | +6.8% |
| YTD | +43.5% | +32.9% | +10.6% | +19.0% |
| 1Y | +29.7% | +45.3% | -15.7% | +1.0% |
| 3Y | +23.2% | +41.7% | -18.5% | -6.3% |
| 5Y | +176.4% | +49.8% | +126.6% | +79.1% |
| All | +84.1% | +103.7% | -19.5% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling