+323.0%
EOG vs STLA
+178.7%
+144.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.7% | +2.8% |
| 7D | -2.4% | -4.9% | +2.6% | -1.5% |
| 30D | +2.9% | -4.9% | +7.9% | +3.5% |
| 3M | +7.2% | -23.7% | +30.9% | +12.3% |
| 6M | +18.2% | -45.0% | +63.1% | +31.7% |
| YTD | +48.9% | -60.9% | +109.8% | +75.6% |
| 1Y | +46.7% | -58.9% | +105.6% | +70.6% |
| 3Y | +37.4% | -74.4% | +111.8% | +71.6% |
| 5Y | +103.9% | -71.5% | +175.4% | +142.0% |
| 10Y | +127.0% | +5.3% | +121.8% | +112.6% |
| All | +323.0% | +178.7% | +144.3% | +294.7% |
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