+92.5%
EOG vs STRL
+779.4%
-686.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -1.9% | +1.4% |
| 7D | -11.1% | -26.9% | +15.8% | -9.8% |
| 30D | +2.7% | -52.7% | +55.4% | +6.3% |
| 3M | +8.8% | -52.8% | +61.6% | +12.4% |
| 6M | +10.8% | -71.5% | +82.3% | +17.3% |
| YTD | +44.6% | -17.4% | +62.0% | +36.6% |
| 1Y | +44.6% | -35.0% | +79.5% | +40.0% |
| 3Y | +29.5% | +239.2% | -209.7% | -7.1% |
| All | +92.5% | +779.4% | -686.9% | -0.3% |
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