+119.1%
EOG vs Z
-5.7%
+124.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -1.3% | -7.1% | +5.7% | -0.6% |
| 30D | +3.4% | -4.8% | +8.1% | +3.7% |
| 3M | +7.8% | -9.3% | +17.2% | +8.5% |
| 6M | +13.4% | -29.0% | +42.3% | +16.8% |
| YTD | +43.5% | -52.9% | +96.4% | +54.7% |
| 1Y | +29.7% | -63.1% | +92.8% | +43.9% |
| 3Y | +23.2% | -36.9% | +60.0% | +24.4% |
| 5Y | +176.4% | -65.5% | +241.9% | +190.7% |
| 10Y | +119.1% | -3.9% | +123.0% | +68.0% |
| All | +119.1% | -5.7% | +124.8% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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