+133.0%
EOG vs STRL
+3,816.9%
-3,683.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +7.4% | +23.4% | -16.0% | +3.7% |
| 30D | +2.3% | -39.5% | +41.8% | +9.7% |
| 3M | +9.5% | -45.1% | +54.5% | +18.5% |
| 6M | +17.7% | -64.6% | +82.2% | +34.3% |
| YTD | +52.9% | -1.5% | +54.4% | +34.8% |
| 1Y | +47.7% | -20.8% | +68.4% | +35.5% |
| 3Y | +41.1% | +353.1% | -312.0% | -25.4% |
| 5Y | +108.2% | +942.9% | -834.6% | -20.3% |
| All | +133.0% | +3,816.9% | -3,683.8% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling