+108.2%
EOG vs RF
+45.4%
+62.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +7.4% | +0.4% | +7.1% | +7.3% |
| 30D | +2.3% | +5.6% | -3.3% | +0.4% |
| 3M | +9.5% | -8.9% | +18.3% | +12.6% |
| 6M | +17.7% | +7.1% | +10.6% | +14.1% |
| YTD | +52.9% | +8.3% | +44.6% | +46.5% |
| 1Y | +47.7% | +16.8% | +30.8% | +37.4% |
| 3Y | +41.1% | +115.0% | -73.9% | +2.0% |
| 5Y | +108.2% | +46.4% | +61.8% | +64.7% |
| All | +108.2% | +45.4% | +62.9% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling