+37.8%
EOG vs USAR
+68.6%
-30.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.1% |
| 7D | -1.3% | -4.4% | +3.1% | -1.4% |
| 30D | +3.4% | -10.4% | +13.8% | +3.2% |
| 3M | +7.8% | -18.4% | +26.2% | +7.7% |
| 6M | +13.4% | -8.8% | +22.2% | +13.6% |
| YTD | +43.5% | +43.4% | +0.1% | +44.5% |
| 1Y | +29.7% | +21.0% | +8.7% | +31.2% |
| 3Y | +23.2% | +67.7% | -44.6% | +22.9% |
| All | +37.8% | +68.6% | -30.8% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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