+8,362.0%
EOG vs UL
+2,770.2%
+5,591.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.4% |
| 7D | +7.6% | +1.1% | +6.5% | +7.2% |
| 30D | +3.4% | +4.5% | -1.1% | +1.6% |
| 3M | +12.7% | +6.5% | +6.2% | +9.8% |
| 6M | +19.0% | +18.2% | +0.8% | +11.1% |
| YTD | +55.6% | +4.7% | +50.9% | +50.7% |
| 1Y | +49.5% | +0.8% | +48.8% | +46.7% |
| 3Y | +43.2% | +35.9% | +7.3% | +23.6% |
| 5Y | +111.8% | +33.4% | +78.4% | +80.2% |
| 10Y | +140.4% | +106.9% | +33.5% | +68.8% |
| All | +8,362.0% | +2,770.2% | +5,591.8% | +3,030.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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