+251.6%
ORCL vs EOG
+120.7%
+130.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.0% |
| 7D | +0.5% | -6.0% | +6.5% | +1.5% |
| 30D | -15.3% | +0.9% | -16.1% | -15.5% |
| 3M | -18.2% | +10.9% | -29.1% | -19.9% |
| 6M | -38.4% | +15.8% | -54.2% | -40.4% |
| YTD | -37.7% | +45.8% | -83.6% | -42.5% |
| 1Y | -49.3% | +45.3% | -94.6% | -53.1% |
| 3Y | +10.6% | +36.2% | -25.5% | +2.9% |
| 5Y | +35.5% | +94.0% | -58.5% | +15.4% |
| 10Y | +251.6% | +120.5% | +131.1% | +175.4% |
| All | +251.6% | +120.7% | +130.9% | +175.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling