+171.7%
EOG vs PL
+82.7%
+89.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.5% |
| 7D | +1.3% | -9.3% | +10.6% | +1.6% |
| 30D | +8.2% | -18.9% | +27.1% | +8.9% |
| 3M | +3.8% | -58.4% | +62.2% | +6.8% |
| 6M | +15.3% | -30.3% | +45.6% | +15.4% |
| YTD | +41.7% | -8.1% | +49.8% | +39.7% |
| 1Y | +23.6% | +180.5% | -156.9% | +13.9% |
| 3Y | +23.3% | +444.1% | -420.9% | +4.9% |
| All | +171.7% | +82.7% | +89.0% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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