+166.1%
EOG vs USFR
+28.6%
+137.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +7.6% | +0.1% | +7.5% | +7.6% |
| 30D | +3.4% | +0.4% | +3.0% | +3.2% |
| 3M | +12.7% | +1.1% | +11.7% | +12.3% |
| 6M | +19.0% | +2.0% | +17.0% | +18.1% |
| YTD | +55.6% | +3.5% | +52.1% | +53.6% |
| 1Y | +49.5% | +4.1% | +45.5% | +47.4% |
| 3Y | +43.2% | +14.4% | +28.8% | +36.3% |
| 5Y | +111.8% | +21.4% | +90.4% | +96.5% |
| 10Y | +140.4% | +28.6% | +111.8% | +118.9% |
| All | +166.1% | +28.6% | +137.5% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling