+183.3%
B vs EOG
+34.0%
+149.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.6% |
| 7D | +9.6% | -11.1% | +20.7% | +9.4% |
| 30D | +3.5% | +2.7% | +0.8% | +3.3% |
| 3M | -1.6% | +8.8% | -10.3% | -1.8% |
| 6M | -1.7% | +10.8% | -12.5% | -2.6% |
| YTD | -5.3% | +44.6% | -49.9% | -12.3% |
| 1Y | +27.2% | +44.6% | -17.4% | +17.8% |
| All | +183.3% | +34.0% | +149.4% | +155.9% |
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