+21.8%
EOG vs USAR
+73.6%
-51.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -2.0% | +2.3% | -4.3% | -2.0% |
| 30D | +7.9% | -8.6% | +16.5% | +7.7% |
| 3M | +4.5% | -20.5% | +25.0% | +4.4% |
| 6M | +12.3% | +1.2% | +11.1% | +12.7% |
| YTD | +41.9% | +48.4% | -6.5% | +43.0% |
| 1Y | +27.8% | +30.6% | -2.8% | +29.5% |
| 3Y | +21.8% | +73.6% | -51.9% | +26.4% |
| All | +21.8% | +73.6% | -51.9% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling