+92.5%
EOG vs P
+247.4%
-154.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.3% |
| 7D | -11.1% | -23.8% | +12.7% | -9.6% |
| 30D | +2.7% | -36.6% | +39.3% | +5.5% |
| 3M | +8.8% | +10.9% | -2.1% | +7.2% |
| 6M | +10.8% | +30.0% | -19.2% | +7.2% |
| YTD | +44.6% | +44.4% | +0.2% | +38.1% |
| 1Y | +44.6% | +3.9% | +40.7% | +41.3% |
| 3Y | +29.5% | +176.6% | -147.1% | +8.0% |
| All | +92.5% | +247.4% | -154.9% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling