+135.7%
EOG vs S
-49.1%
+184.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | -2.4% | +1.4% | -3.7% | -2.4% |
| 30D | +2.9% | -10.8% | +13.8% | +3.3% |
| 3M | +7.2% | +5.4% | +1.9% | +6.9% |
| 6M | +18.2% | +41.2% | -23.1% | +16.4% |
| YTD | +48.9% | +56.2% | -7.3% | +45.9% |
| 1Y | +46.7% | +36.3% | +10.4% | +44.4% |
| 3Y | +37.4% | +49.4% | -12.0% | +33.4% |
| 5Y | +103.9% | -66.9% | +170.8% | +100.2% |
| All | +135.7% | -49.1% | +184.7% | +133.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling