+21.8%
EOG vs STLA
-65.4%
+87.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.4% |
| 7D | -2.0% | +0.7% | -2.8% | -2.1% |
| 30D | +7.9% | -2.4% | +10.2% | +8.0% |
| 3M | +4.5% | -23.9% | +28.4% | +6.9% |
| 6M | +12.3% | -24.6% | +36.9% | +14.2% |
| YTD | +41.9% | -50.5% | +92.4% | +53.0% |
| 1Y | +27.8% | -39.8% | +67.7% | +32.1% |
| 3Y | +21.8% | -65.6% | +87.4% | +31.6% |
| All | +21.8% | -65.4% | +87.2% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling