+56.1%
B vs EOG
+28.5%
+27.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.5% |
| 7D | +1.0% | -1.3% | +2.4% | +0.6% |
| 30D | +9.5% | +3.4% | +6.1% | +10.8% |
| 3M | +14.3% | +7.8% | +6.5% | +18.0% |
| 6M | -1.9% | +13.4% | -15.2% | -0.2% |
| YTD | +4.1% | +43.5% | -39.4% | +1.1% |
| 1Y | +56.1% | +29.7% | +26.4% | +48.8% |
| All | +56.1% | +28.5% | +27.6% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling