+44.2%
EOG vs RF
+25.4%
+18.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.7% | -5.0% |
| 7D | -8.6% | +2.3% | -10.9% | -8.3% |
| 30D | +2.8% | +7.2% | -4.5% | +3.7% |
| 3M | +3.2% | -8.2% | +11.4% | +1.8% |
| 6M | +5.3% | +7.0% | -1.7% | +6.2% |
| YTD | +44.5% | +10.3% | +34.2% | +45.4% |
| 1Y | +44.2% | +25.1% | +19.1% | +41.0% |
| All | +44.2% | +25.4% | +18.7% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling