+119.1%
EOG vs STRL
+7,055.3%
-6,936.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | -1.3% | +8.2% | -9.5% | -2.6% |
| 30D | +3.4% | -6.3% | +9.7% | +4.2% |
| 3M | +7.8% | -41.2% | +49.0% | +15.8% |
| 6M | +13.4% | +20.4% | -7.0% | +1.1% |
| YTD | +43.5% | +61.7% | -18.2% | +18.9% |
| 1Y | +29.7% | +72.7% | -43.0% | +3.4% |
| 3Y | +23.2% | +530.9% | -507.7% | -35.8% |
| 5Y | +176.4% | +2,125.4% | -1,949.0% | -7.0% |
| 10Y | +119.1% | +7,301.3% | -7,182.2% | -45.8% |
| All | +119.1% | +7,055.3% | -6,936.2% | -45.8% |
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