-16.2%
BA vs EOG
+43.2%
-59.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.2% |
| 7D | -1.1% | +7.6% | -8.7% | -1.6% |
| 30D | -7.1% | +3.4% | -10.5% | -7.4% |
| 3M | -25.5% | +12.7% | -38.3% | -26.2% |
| 6M | -28.7% | +19.0% | -47.7% | -30.2% |
| YTD | -21.0% | +55.6% | -76.6% | -29.3% |
| 1Y | -11.9% | +49.5% | -61.4% | -20.2% |
| 3Y | -16.2% | +43.2% | -59.3% | -22.6% |
| All | -16.2% | +43.2% | -59.4% | -22.6% |
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