+23.6%
EOG vs S
+10.1%
+13.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +1.3% | -7.7% | +9.0% | +1.0% |
| 30D | +8.2% | -5.3% | +13.5% | +8.0% |
| 3M | +3.8% | +20.3% | -16.4% | +4.3% |
| 6M | +15.3% | +47.4% | -32.0% | +16.7% |
| YTD | +41.7% | +32.5% | +9.2% | +42.4% |
| 1Y | +23.6% | +9.5% | +14.0% | +23.0% |
| All | +23.6% | +10.1% | +13.4% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling