+16.4%
B vs EOG
+47.6%
-31.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.1% | -8.2% | -5.3% |
| 7D | +7.1% | -2.4% | +9.5% | +6.4% |
| 30D | -3.3% | +2.9% | -6.3% | -2.2% |
| 3M | -2.5% | +7.2% | -9.8% | +0.3% |
| 6M | -7.2% | +18.2% | -25.4% | -1.8% |
| YTD | -7.4% | +48.9% | -56.2% | -10.9% |
| 1Y | +16.4% | +46.7% | -30.3% | +12.0% |
| All | +16.4% | +47.6% | -31.2% | +12.0% |
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