+173.7%
EOG vs STRL
+2,024.4%
-1,850.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -0.9% |
| 7D | +1.3% | +3.4% | -2.1% | +1.1% |
| 30D | +8.2% | -9.2% | +17.4% | +8.7% |
| 3M | +3.8% | -51.0% | +54.9% | +8.1% |
| 6M | +15.3% | +15.8% | -0.4% | +9.9% |
| YTD | +41.7% | +58.9% | -17.2% | +29.6% |
| 1Y | +23.6% | +68.5% | -45.0% | +10.5% |
| 3Y | +23.3% | +485.2% | -461.9% | -13.9% |
| All | +173.7% | +2,024.4% | -1,850.7% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling