+803.7%
B vs EOG
+7,415.7%
-6,611.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -1.6% | +1.3% | -2.9% | -1.9% |
| 30D | +9.4% | +8.2% | +1.3% | +7.6% |
| 3M | +5.0% | +3.8% | +1.2% | +3.6% |
| 6M | -3.5% | +15.3% | -18.9% | -7.4% |
| YTD | +4.5% | +41.7% | -37.3% | -3.8% |
| 1Y | +67.8% | +23.6% | +44.2% | +58.6% |
| 3Y | +196.7% | +23.3% | +173.4% | +177.6% |
| 5Y | +151.9% | +170.4% | -18.5% | +97.3% |
| 10Y | +202.2% | +125.5% | +76.6% | +120.3% |
| All | +803.7% | +7,415.7% | -6,611.9% | +317.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling