+7,763.9%
EOG vs RF
+1,423.8%
+6,340.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -11.1% | -0.9% | -10.2% | -10.9% |
| 30D | +2.7% | +6.0% | -3.3% | +1.1% |
| 3M | +8.8% | -8.9% | +17.6% | +11.3% |
| 6M | +10.8% | +2.3% | +8.4% | +9.6% |
| YTD | +44.6% | +7.6% | +37.0% | +40.4% |
| 1Y | +44.6% | +21.2% | +23.4% | +35.9% |
| 3Y | +29.5% | +108.5% | -79.0% | +4.3% |
| 5Y | +96.3% | +43.2% | +53.1% | +71.5% |
| 10Y | +122.4% | +288.1% | -165.6% | +55.1% |
| All | +7,763.9% | +1,423.8% | +6,340.1% | +4,224.0% |
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 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