+91.4%
ORCL vs EOG
+173.1%
-81.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.1% |
| 7D | +5.3% | +1.3% | +4.0% | +5.0% |
| 30D | +10.0% | +8.2% | +1.8% | +8.6% |
| 3M | -32.6% | +3.8% | -36.4% | -33.2% |
| 6M | +4.9% | +15.3% | -10.4% | +1.6% |
| YTD | -17.8% | +41.7% | -59.5% | -23.4% |
| 1Y | -28.0% | +23.6% | -51.5% | -31.2% |
| 3Y | +36.0% | +23.3% | +12.7% | +28.9% |
| All | +91.4% | +173.1% | -81.7% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling