+30.6%
ORCL vs EOG
+94.0%
-63.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -11.2% | -11.1% | 0.0% | -9.9% |
| 30D | -18.8% | +2.7% | -21.5% | -19.1% |
| 3M | -18.8% | +8.8% | -27.5% | -19.9% |
| 6M | -39.7% | +10.8% | -50.5% | -41.0% |
| YTD | -39.6% | +44.6% | -84.2% | -43.9% |
| 1Y | -51.7% | +44.6% | -96.3% | -55.2% |
| 3Y | +10.2% | +29.5% | -19.3% | +3.9% |
| All | +30.6% | +94.0% | -63.5% | +12.8% |
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 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