+153.8%
B vs EOG
+169.6%
-15.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +2.3% | -2.0% | +4.3% | +2.6% |
| 30D | +1.4% | +7.9% | -6.5% | +0.2% |
| 3M | +12.2% | +4.5% | +7.7% | +11.0% |
| 6M | -2.1% | +12.3% | -14.4% | -5.1% |
| YTD | +2.9% | +41.9% | -38.9% | -5.1% |
| 1Y | +55.3% | +27.8% | +27.5% | +46.0% |
| 3Y | +198.7% | +21.8% | +176.9% | +179.7% |
| 5Y | +153.8% | +174.0% | -20.2% | +129.0% |
| All | +153.8% | +169.6% | -15.8% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling