+45.1%
EOG vs STZ
+15.1%
+30.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.5% |
| 7D | +4.6% | -0.9% | +5.5% | +4.6% |
| 30D | +2.9% | +14.9% | -12.1% | +2.4% |
| 3M | +8.0% | +8.4% | -0.5% | +7.3% |
| 6M | +17.0% | +2.8% | +14.2% | +16.6% |
| YTD | +51.1% | +7.5% | +43.6% | +42.6% |
| 1Y | +45.1% | +12.5% | +32.6% | +34.8% |
| All | +45.1% | +15.1% | +30.0% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling