+195.3%
B vs EOG
+35.1%
+160.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.2% |
| 7D | +11.3% | -6.0% | +17.3% | +11.2% |
| 30D | +2.9% | +0.9% | +2.1% | +2.7% |
| 3M | -2.9% | +10.9% | -13.8% | -3.1% |
| 6M | -1.2% | +15.8% | -17.0% | -2.5% |
| YTD | -1.3% | +45.8% | -47.2% | -8.6% |
| 1Y | +30.4% | +45.3% | -14.9% | +20.9% |
| 3Y | +195.3% | +36.2% | +159.1% | +166.8% |
| All | +195.3% | +35.1% | +160.1% | +166.8% |
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 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