+63.8%
EOG vs REPL
-9.7%
+73.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | -1.3% | -9.6% | +8.3% | -1.0% |
| 30D | +3.4% | +5.7% | -2.3% | +3.1% |
| 3M | +7.8% | +56.4% | -48.5% | +4.9% |
| 6M | +13.4% | +67.4% | -54.1% | +7.1% |
| YTD | +43.5% | +48.7% | -5.2% | +35.8% |
| 1Y | +29.7% | +148.3% | -118.6% | +17.7% |
| 3Y | +23.2% | -26.7% | +49.9% | +8.8% |
| 5Y | +176.4% | -54.1% | +230.6% | +148.4% |
| All | +63.8% | -9.7% | +73.4% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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