+7,608.4%
EOG vs RF
+1,537.4%
+6,071.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +1.3% | +1.3% | 0.0% | +0.9% |
| 30D | +8.2% | -3.6% | +11.8% | +9.1% |
| 3M | +3.8% | +8.1% | -4.3% | +1.4% |
| 6M | +15.3% | +11.5% | +3.9% | +11.3% |
| YTD | +41.7% | +15.6% | +26.1% | +35.1% |
| 1Y | +23.6% | +15.7% | +7.9% | +17.6% |
| 3Y | +23.3% | +86.9% | -63.6% | +1.9% |
| 5Y | +170.4% | +89.8% | +80.6% | +120.1% |
| 10Y | +125.5% | +344.7% | -219.2% | +52.5% |
| All | +7,608.4% | +1,537.4% | +6,071.0% | +4,062.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling