+334.5%
EOG vs STLA
+152.6%
+181.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.1% | +7.3% | +2.4% |
| 7D | +7.4% | -13.1% | +20.5% | +10.4% |
| 30D | +2.3% | -13.3% | +15.5% | +4.7% |
| 3M | +9.5% | -27.9% | +37.3% | +15.8% |
| 6M | +17.7% | -47.8% | +65.5% | +32.4% |
| YTD | +52.9% | -64.6% | +117.5% | +83.8% |
| 1Y | +47.7% | -64.0% | +111.7% | +76.5% |
| 3Y | +41.1% | -76.8% | +118.0% | +79.7% |
| 5Y | +108.2% | -74.2% | +182.4% | +151.8% |
| 10Y | +136.3% | -5.4% | +141.7% | +125.8% |
| All | +334.5% | +152.6% | +181.9% | +313.2% |
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