+5,660.1%
EOG vs SPY
+3,091.8%
+2,568.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.1% |
| 30D | +8.2% | +0.1% | +8.1% | +8.0% |
| 3M | +3.8% | +2.0% | +1.8% | +1.1% |
| 6M | +15.3% | +13.0% | +2.3% | +0.9% |
| YTD | +41.7% | +13.5% | +28.2% | +23.2% |
| 1Y | +23.6% | +20.0% | +3.6% | +1.7% |
| 3Y | +23.3% | +77.2% | -53.9% | -31.3% |
| 5Y | +170.4% | +81.9% | +88.5% | +44.5% |
| 10Y | +125.5% | +314.1% | -188.5% | -41.6% |
| All | +5,660.1% | +3,091.8% | +2,568.4% | +326.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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