+27.1%
EOG vs Z
-62.2%
+89.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | +0.4% |
| 7D | +1.5% | -6.0% | +7.5% | +0.8% |
| 30D | +2.9% | -2.3% | +5.2% | +2.8% |
| 3M | +8.7% | -0.6% | +9.3% | +9.2% |
| 6M | +12.9% | -27.6% | +40.5% | +10.2% |
| YTD | +43.8% | -52.4% | +96.2% | +38.4% |
| 1Y | +27.1% | -63.6% | +90.7% | +25.3% |
| All | +27.1% | -62.2% | +89.2% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling