+39.0%
EOG vs RF
+118.1%
-79.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +4.6% | -1.3% | +5.9% | +4.9% |
| 30D | +2.9% | +4.6% | -1.8% | +1.6% |
| 3M | +8.0% | -8.4% | +16.4% | +10.2% |
| 6M | +17.0% | +8.9% | +8.1% | +13.5% |
| YTD | +51.1% | +8.8% | +42.3% | +45.4% |
| 1Y | +45.1% | +18.9% | +26.2% | +35.1% |
| All | +39.0% | +118.1% | -79.1% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling