+198.7%
B vs EOG
+21.8%
+176.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +2.3% | -2.0% | +4.3% | +2.4% |
| 30D | +1.4% | +7.9% | -6.5% | +1.1% |
| 3M | +12.2% | +4.5% | +7.7% | +11.9% |
| 6M | -2.1% | +12.3% | -14.4% | -4.3% |
| YTD | +2.9% | +41.9% | -38.9% | -4.6% |
| 1Y | +55.3% | +27.8% | +27.5% | +46.9% |
| 3Y | +198.7% | +21.8% | +176.9% | +172.5% |
| All | +198.7% | +21.8% | +176.8% | +172.5% |
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