+36.2%
EOG vs REPL
+91.4%
-55.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.9% |
| 7D | -6.0% | +14.2% | -20.2% | -6.0% |
| 30D | +0.9% | +65.9% | -65.0% | +0.7% |
| 3M | +10.9% | +84.6% | -73.7% | +10.6% |
| 6M | +15.8% | +446.9% | -431.2% | +14.9% |
| YTD | +45.8% | +129.0% | -83.2% | +45.2% |
| 1Y | +45.3% | +167.9% | -122.6% | +44.5% |
| 3Y | +36.2% | +93.9% | -57.7% | +31.6% |
| All | +36.2% | +91.4% | -55.2% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling