+719.1%
B vs EOG
+7,567.3%
-6,848.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | +9.6% | -11.1% | +20.7% | +11.9% |
| 30D | +3.5% | +2.7% | +0.8% | +2.7% |
| 3M | -1.6% | +8.8% | -10.3% | -3.7% |
| 6M | -1.7% | +10.8% | -12.5% | -4.7% |
| YTD | -5.3% | +44.6% | -49.9% | -13.4% |
| 1Y | +27.2% | +44.6% | -17.4% | +16.3% |
| 3Y | +166.1% | +29.5% | +136.6% | +146.1% |
| 5Y | +136.5% | +96.3% | +40.2% | +97.2% |
| 10Y | +172.2% | +122.4% | +49.8% | +98.4% |
| All | +719.1% | +7,567.3% | -6,848.2% | +275.9% |
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 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