+1,700.7%
NOK vs EOG
+3,897.8%
-2,197.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +9.3% | -1.3% | +10.7% | +9.7% |
| 30D | +17.9% | +3.4% | +14.5% | +16.7% |
| 3M | -22.3% | +7.8% | -30.2% | -24.5% |
| 6M | +36.4% | +13.4% | +23.0% | +30.6% |
| YTD | +66.3% | +43.5% | +22.8% | +49.1% |
| 1Y | +134.4% | +29.7% | +104.7% | +115.4% |
| 3Y | +186.6% | +23.2% | +163.4% | +162.3% |
| 5Y | +102.7% | +176.4% | -73.7% | +43.0% |
| 10Y | +129.8% | +119.1% | +10.7% | +55.1% |
| All | +1,700.7% | +3,897.8% | -2,197.1% | +598.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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