+21.8%
EOG vs STZ
-50.3%
+72.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.5% |
| 7D | -2.0% | -7.4% | +5.4% | -1.5% |
| 30D | +7.9% | -10.9% | +18.8% | +8.8% |
| 3M | +4.5% | -13.4% | +17.9% | +5.5% |
| 6M | +12.3% | -16.2% | +28.5% | +13.6% |
| YTD | +41.9% | -10.4% | +52.3% | +41.8% |
| 1Y | +27.8% | -14.8% | +42.6% | +28.4% |
| 3Y | +21.8% | -50.1% | +71.9% | +22.9% |
| All | +21.8% | -50.3% | +72.1% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling