+61.7%
EOG vs REPL
-6.0%
+67.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | +1.3% | -3.0% | +4.3% | +1.4% |
| 30D | +8.2% | +27.1% | -19.0% | +7.3% |
| 3M | +3.8% | +52.4% | -48.6% | +1.1% |
| 6M | +15.3% | +107.4% | -92.1% | +8.0% |
| YTD | +41.7% | +54.7% | -13.0% | +34.0% |
| 1Y | +23.6% | +158.9% | -135.3% | +11.9% |
| 3Y | +23.3% | -23.7% | +47.0% | +8.7% |
| 5Y | +170.4% | -54.3% | +224.8% | +144.0% |
| All | +61.7% | -6.0% | +67.7% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling