+110.4%
EOG vs P
+712.4%
-602.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -2.0% | +7.8% | -9.9% | -3.3% |
| 30D | +7.9% | +12.3% | -4.4% | +5.2% |
| 3M | +4.5% | +37.1% | -32.6% | -2.4% |
| 6M | +12.3% | +66.1% | -53.8% | +0.1% |
| YTD | +41.9% | +50.9% | -9.1% | +27.7% |
| 1Y | +27.8% | +27.2% | +0.6% | +16.5% |
| 3Y | +21.8% | +158.7% | -136.9% | -12.2% |
| 5Y | +174.0% | +291.1% | -117.1% | +69.0% |
| 10Y | +110.4% | +715.0% | -604.6% | +7.1% |
| All | +110.4% | +712.4% | -602.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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