+149.1%
EOG vs P
+469.1%
-320.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.0% |
| 7D | -11.1% | -23.8% | +12.7% | -7.5% |
| 30D | +2.7% | -36.6% | +39.3% | +9.6% |
| 3M | +8.8% | +10.9% | -2.1% | +5.2% |
| 6M | +10.8% | +30.0% | -19.2% | +2.7% |
| YTD | +44.6% | +44.4% | +0.2% | +30.2% |
| 1Y | +44.6% | +3.9% | +40.7% | +36.2% |
| 3Y | +29.5% | +176.6% | -147.1% | -7.0% |
| 5Y | +96.3% | +249.3% | -153.0% | +28.0% |
| 10Y | +122.4% | +726.9% | -604.5% | +17.6% |
| All | +149.1% | +469.1% | -320.0% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling