+21.8%
EOG vs Z
-37.5%
+59.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.6% | +0.2% |
| 7D | -2.0% | -3.3% | +1.2% | -2.0% |
| 30D | +7.9% | -3.7% | +11.6% | +7.9% |
| 3M | +4.5% | -7.0% | +11.5% | +4.6% |
| 6M | +12.3% | -29.5% | +41.8% | +13.6% |
| YTD | +41.9% | -52.6% | +94.4% | +47.2% |
| 1Y | +27.8% | -64.0% | +91.9% | +35.8% |
| 3Y | +21.8% | -36.4% | +58.2% | +24.8% |
| All | +21.8% | -37.5% | +59.3% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling