+837.9%
SLB vs EOG
+7,913.4%
-7,075.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.2% |
| 7D | -1.2% | +4.6% | -5.7% | -3.8% |
| 30D | +4.5% | +2.9% | +1.6% | +2.6% |
| 3M | -4.6% | +8.0% | -12.5% | -9.3% |
| 6M | -6.3% | +17.0% | -23.2% | -15.7% |
| YTD | +35.0% | +51.1% | -16.1% | +3.2% |
| 1Y | +38.8% | +45.1% | -6.3% | +8.8% |
| 3Y | +3.3% | +39.4% | -36.2% | -16.7% |
| 5Y | +73.6% | +105.6% | -32.0% | +12.9% |
| 10Y | -14.2% | +133.5% | -147.7% | -49.7% |
| All | +837.9% | +7,913.4% | -7,075.4% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling