+33.3%
ORCL vs EOG
+21.8%
+11.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +15.0% | -2.0% | +17.0% | +15.3% |
| 30D | +10.5% | +7.9% | +2.7% | +9.1% |
| 3M | -23.0% | +4.5% | -27.5% | -23.8% |
| 6M | +7.0% | +12.3% | -5.3% | +3.2% |
| YTD | -15.8% | +41.9% | -57.7% | -23.9% |
| 1Y | -31.1% | +27.8% | -58.9% | -35.6% |
| 3Y | +33.3% | +21.8% | +11.5% | +18.8% |
| All | +33.3% | +21.8% | +11.4% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling