+9,831.9%
EOG vs STZ
+11,023.3%
-1,191.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -2.4% | +5.3% | -7.7% | -3.6% |
| 30D | +2.9% | +19.6% | -16.6% | -1.4% |
| 3M | +7.2% | +10.0% | -2.7% | +4.5% |
| 6M | +18.2% | -0.3% | +18.4% | +17.4% |
| YTD | +48.9% | +8.6% | +40.3% | +44.1% |
| 1Y | +46.7% | +16.6% | +30.1% | +39.6% |
| 3Y | +37.4% | -34.8% | +72.2% | +47.2% |
| 5Y | +103.9% | -27.8% | +131.8% | +112.1% |
| 10Y | +127.0% | +12.5% | +114.5% | +114.3% |
| All | +9,831.9% | +11,023.3% | -1,191.4% | +4,657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling