+118.9%
EOG vs OMC
+34.2%
+84.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +1.5% | -4.4% | +5.9% | +3.4% |
| 30D | +2.9% | -7.6% | +10.5% | +6.0% |
| 3M | +8.7% | +4.5% | +4.2% | +5.1% |
| 6M | +12.9% | -0.3% | +13.2% | +10.8% |
| YTD | +43.8% | -0.1% | +43.9% | +39.0% |
| 1Y | +27.1% | +4.6% | +22.4% | +19.0% |
| 3Y | +25.9% | +10.5% | +15.4% | +10.0% |
| 5Y | +177.9% | +31.7% | +146.2% | +106.6% |
| All | +118.9% | +34.2% | +84.6% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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