+3,616.8%
EOG vs SCCO
+35,670.2%
-32,053.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | -1.7% |
| 7D | -2.0% | +3.4% | -5.5% | -3.3% |
| 30D | +7.9% | +6.6% | +1.3% | +4.9% |
| 3M | +4.5% | +24.5% | -20.0% | -5.8% |
| 6M | +12.3% | +16.5% | -4.2% | +0.9% |
| YTD | +41.9% | +52.1% | -10.2% | +12.5% |
| 1Y | +27.8% | +114.2% | -86.3% | -12.7% |
| 3Y | +21.8% | +207.4% | -185.6% | -31.9% |
| 5Y | +174.0% | +353.7% | -179.7% | +27.3% |
| 10Y | +110.4% | +1,144.5% | -1,034.2% | -35.3% |
| All | +3,616.8% | +35,670.2% | -32,053.4% | +541.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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