+25.6%
EOG vs RUN
-37.3%
+62.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.2% |
| 7D | -1.3% | -1.8% | +0.5% | -1.3% |
| 30D | +3.4% | -10.8% | +14.2% | +3.6% |
| 3M | +7.8% | -30.2% | +38.0% | +8.5% |
| 6M | +13.4% | -22.3% | +35.7% | +13.3% |
| YTD | +43.5% | -52.2% | +95.7% | +45.1% |
| 1Y | +29.7% | -45.1% | +74.8% | +30.1% |
| All | +25.6% | -37.3% | +62.9% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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