+118.9%
EOG vs QSR
+135.2%
-16.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +1.5% | -4.0% | +5.5% | +3.1% |
| 30D | +2.9% | +2.8% | +0.2% | +1.7% |
| 3M | +8.7% | +5.1% | +3.6% | +6.0% |
| 6M | +12.9% | +8.8% | +4.1% | +7.8% |
| YTD | +43.8% | +14.8% | +29.0% | +34.0% |
| 1Y | +27.1% | +25.7% | +1.3% | +13.3% |
| 3Y | +25.9% | +27.5% | -1.6% | +8.3% |
| 5Y | +177.9% | +41.3% | +136.7% | +122.1% |
| All | +118.9% | +135.2% | -16.3% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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