+302.7%
EOG vs STLA
+263.8%
+38.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | +1.3% | +2.6% | -1.3% | +0.7% |
| 30D | +8.2% | -1.2% | +9.4% | +8.2% |
| 3M | +3.8% | -24.8% | +28.6% | +9.5% |
| 6M | +15.3% | -25.6% | +40.9% | +20.6% |
| YTD | +41.7% | -48.9% | +90.7% | +59.3% |
| 1Y | +23.6% | -38.8% | +62.3% | +32.0% |
| 3Y | +23.3% | -64.5% | +87.8% | +44.3% |
| 5Y | +170.4% | -62.4% | +232.9% | +205.0% |
| 10Y | +125.5% | +55.4% | +70.1% | +98.5% |
| All | +302.7% | +263.8% | +38.9% | +258.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling