+185.5%
EOG vs Z
+4.2%
+181.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.4% |
| 7D | +7.4% | -4.9% | +12.3% | +7.9% |
| 30D | +2.3% | +3.0% | -0.7% | +1.5% |
| 3M | +9.5% | -13.4% | +22.9% | +10.4% |
| 6M | +17.7% | -27.3% | +45.0% | +20.7% |
| YTD | +52.9% | -57.8% | +110.7% | +66.1% |
| 1Y | +47.7% | -60.0% | +107.7% | +61.3% |
| 3Y | +41.1% | -21.5% | +62.7% | +37.5% |
| 5Y | +108.2% | -55.0% | +163.2% | +110.5% |
| 10Y | +136.3% | -18.8% | +155.0% | +83.2% |
| All | +185.5% | +4.2% | +181.4% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling