+174.0%
EOG vs REPL
-53.9%
+227.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | -2.0% | -5.7% | +3.7% | -2.0% |
| 30D | +7.9% | +22.5% | -14.6% | +7.7% |
| 3M | +4.5% | +64.7% | -60.2% | +3.7% |
| 6M | +12.3% | +83.0% | -70.7% | +11.2% |
| YTD | +41.9% | +52.0% | -10.1% | +40.6% |
| 1Y | +27.8% | +144.5% | -116.7% | +25.6% |
| 3Y | +21.8% | -25.1% | +46.9% | +18.8% |
| 5Y | +174.0% | -52.9% | +226.9% | +176.2% |
| All | +174.0% | -53.9% | +227.9% | +176.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling