+115.6%
EOG vs URI
+203.0%
-87.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.0% |
| 7D | +7.6% | +6.7% | +0.9% | +6.0% |
| 30D | +3.4% | +8.9% | -5.5% | +1.2% |
| 3M | +12.7% | +0.5% | +12.2% | +12.1% |
| 6M | +19.0% | +20.7% | -1.7% | +12.1% |
| YTD | +55.6% | +40.0% | +15.5% | +38.0% |
| 1Y | +49.5% | +34.4% | +15.1% | +34.2% |
| 3Y | +43.2% | +149.5% | -106.3% | +0.7% |
| All | +115.6% | +203.0% | -87.4% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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