+25.6%
EOG vs USFR
+14.0%
+11.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.2% |
| 30D | +3.4% | +0.3% | +3.1% | +4.1% |
| 3M | +7.8% | +1.0% | +6.9% | +11.0% |
| 6M | +13.4% | +1.9% | +11.4% | +21.0% |
| YTD | +43.5% | +2.7% | +40.8% | +57.5% |
| 1Y | +29.7% | +4.0% | +25.7% | +49.3% |
| All | +25.6% | +14.0% | +11.6% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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