+7,608.4%
EOG vs UL
+2,661.1%
+4,947.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +1.3% | -1.3% | +2.6% | +1.8% |
| 30D | +8.2% | +0.5% | +7.7% | +7.9% |
| 3M | +3.8% | +17.6% | -13.8% | -2.6% |
| 6M | +15.3% | -5.4% | +20.7% | +16.4% |
| YTD | +41.7% | +0.7% | +41.0% | +39.6% |
| 1Y | +23.6% | -9.3% | +32.8% | +26.1% |
| 3Y | +23.3% | +24.5% | -1.3% | +10.1% |
| 5Y | +170.4% | +23.2% | +147.2% | +137.5% |
| 10Y | +125.5% | +64.5% | +61.0% | +73.2% |
| All | +7,608.4% | +2,661.1% | +4,947.3% | +2,800.2% |
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