+142.4%
EOG vs USFR
+27.5%
+114.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +8.2% | +0.3% | +7.9% | +8.0% |
| 3M | +3.8% | +1.0% | +2.8% | +3.4% |
| 6M | +15.3% | +1.9% | +13.4% | +14.5% |
| YTD | +41.7% | +2.6% | +39.1% | +40.4% |
| 1Y | +23.6% | +4.0% | +19.5% | +21.8% |
| 3Y | +23.3% | +14.1% | +9.2% | +17.4% |
| 5Y | +170.4% | +20.4% | +150.0% | +151.6% |
| 10Y | +125.5% | +28.0% | +97.5% | +105.7% |
| All | +142.4% | +27.5% | +114.9% | +112.3% |
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 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