+211.9%
B vs EOG
+115.2%
+96.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +1.0% | -1.3% | +2.4% | +1.1% |
| 30D | +9.5% | +3.4% | +6.1% | +9.2% |
| 3M | +14.3% | +7.8% | +6.5% | +13.3% |
| 6M | -1.9% | +13.4% | -15.2% | -3.6% |
| YTD | +4.1% | +43.5% | -39.4% | -0.4% |
| 1Y | +56.1% | +29.7% | +26.4% | +50.9% |
| 3Y | +202.0% | +23.2% | +178.8% | +191.9% |
| 5Y | +158.8% | +176.4% | -17.6% | +136.2% |
| 10Y | +211.9% | +119.1% | +92.8% | +169.7% |
| All | +211.9% | +115.2% | +96.7% | +169.7% |
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