+137.2%
EOG vs QSR
+206.0%
-68.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.8% |
| 7D | -1.3% | -2.4% | +1.0% | -0.4% |
| 30D | +3.4% | +5.7% | -2.3% | +1.0% |
| 3M | +7.8% | +6.9% | +0.9% | +4.5% |
| 6M | +13.4% | +6.9% | +6.5% | +9.3% |
| YTD | +43.5% | +14.9% | +28.6% | +34.0% |
| 1Y | +29.7% | +29.1% | +0.6% | +15.0% |
| 3Y | +23.2% | +26.1% | -2.9% | +7.4% |
| 5Y | +176.4% | +42.3% | +134.1% | +123.3% |
| 10Y | +119.1% | +134.0% | -14.8% | +39.9% |
| All | +137.2% | +206.0% | -68.8% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling