+214.8%
B vs EOG
+141.0%
+73.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -7.3% | +7.6% | -14.9% | -7.8% |
| 30D | -3.3% | +3.4% | -6.7% | -3.7% |
| 3M | -7.8% | +12.7% | -20.5% | -8.7% |
| 6M | -15.5% | +19.0% | -34.5% | -17.1% |
| YTD | -12.3% | +55.6% | -67.8% | -16.4% |
| 1Y | +5.4% | +49.5% | -44.2% | +0.8% |
| 3Y | +165.5% | +43.2% | +122.4% | +153.8% |
| 5Y | +107.0% | +111.8% | -4.8% | +92.7% |
| All | +214.8% | +141.0% | +73.9% | +192.3% |
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