+137.1%
EOG vs URA
+266.3%
-129.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.2% |
| 7D | +7.6% | -1.5% | +9.2% | +8.0% |
| 30D | +3.4% | -10.4% | +13.8% | +6.6% |
| 3M | +12.7% | -29.6% | +42.3% | +24.5% |
| 6M | +19.0% | -40.3% | +59.3% | +36.7% |
| YTD | +55.6% | -25.5% | +81.0% | +58.5% |
| 1Y | +49.5% | -26.4% | +76.0% | +52.0% |
| 3Y | +43.2% | +31.4% | +11.7% | +2.1% |
| 5Y | +111.8% | +28.6% | +83.3% | +45.2% |
| All | +137.1% | +266.3% | -129.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling