+174.0%
EOG vs STZ
-36.5%
+210.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +1.1% |
| 7D | -2.0% | -7.4% | +5.4% | -0.7% |
| 30D | +7.9% | -10.9% | +18.8% | +10.0% |
| 3M | +4.5% | -13.4% | +17.9% | +6.9% |
| 6M | +12.3% | -16.2% | +28.5% | +15.2% |
| YTD | +41.9% | -10.4% | +52.3% | +42.6% |
| 1Y | +27.8% | -14.8% | +42.6% | +29.8% |
| 3Y | +21.8% | -50.1% | +71.9% | +39.2% |
| 5Y | +174.0% | -38.8% | +212.8% | +168.1% |
| All | +174.0% | -36.5% | +210.5% | +168.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling