+165.8%
EOG vs RUN
-31.9%
+197.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +1.3% | +1.3% | 0.0% | +1.1% |
| 30D | +8.2% | -15.3% | +23.4% | +9.5% |
| 3M | +3.8% | -40.0% | +43.8% | +8.0% |
| 6M | +15.3% | -27.0% | +42.3% | +16.8% |
| YTD | +41.7% | -51.7% | +93.4% | +47.4% |
| 1Y | +23.6% | -45.9% | +69.4% | +25.8% |
| 3Y | +23.3% | -43.8% | +67.0% | +10.1% |
| 5Y | +170.4% | -80.5% | +250.9% | +157.3% |
| 10Y | +125.5% | +45.3% | +80.3% | +39.0% |
| All | +165.8% | -31.9% | +197.8% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling