+361.0%
ORLY vs EOG
+121.1%
+239.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.4% | +1.5% | -3.8% | -2.5% |
| 30D | -6.8% | +2.9% | -9.7% | -7.1% |
| 3M | -4.8% | +8.7% | -13.5% | -5.8% |
| 6M | -9.1% | +12.9% | -22.0% | -10.6% |
| YTD | -5.9% | +43.8% | -49.7% | -10.0% |
| 1Y | -20.4% | +27.1% | -47.5% | -22.9% |
| 3Y | +36.6% | +25.9% | +10.7% | +31.3% |
| 5Y | +117.3% | +177.9% | -60.6% | +84.3% |
| All | +361.0% | +121.1% | +239.9% | +271.8% |
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 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