+119.0%
EOG vs STZ
-10.3%
+129.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.4% |
| 7D | +1.0% | -4.1% | +5.1% | +2.6% |
| 30D | +2.8% | -7.6% | +10.4% | +5.7% |
| 3M | +5.9% | -12.3% | +18.2% | +10.6% |
| 6M | +17.1% | -16.3% | +33.4% | +23.6% |
| YTD | +43.9% | -8.4% | +52.3% | +45.2% |
| 1Y | +26.9% | -10.8% | +37.7% | +29.0% |
| 3Y | +23.6% | -49.0% | +72.5% | +55.5% |
| 5Y | +178.1% | -36.5% | +214.6% | +206.6% |
| All | +119.0% | -10.3% | +129.4% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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