+228.9%
ARM vs EOG
+26.6%
+202.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.6% |
| 7D | -15.2% | -11.1% | -4.1% | -14.6% |
| 30D | -40.7% | +2.7% | -43.4% | -40.8% |
| 3M | -39.1% | +8.8% | -47.8% | -39.9% |
| 6M | -26.4% | +10.8% | -37.2% | -28.4% |
| YTD | +59.7% | +44.6% | +15.2% | +34.5% |
| 1Y | +10.3% | +44.6% | -34.2% | -7.2% |
| 3Y | +228.9% | +29.5% | +199.4% | +166.1% |
| All | +228.9% | +26.6% | +202.2% | +166.1% |
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