+1,094.1%
BAC vs EOG
+7,795.6%
-6,701.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.4% |
| 7D | +2.1% | -2.4% | +4.4% | +2.7% |
| 30D | -6.7% | +2.9% | -9.7% | -7.8% |
| 3M | -20.2% | +7.2% | -27.5% | -22.4% |
| 6M | -0.2% | +18.2% | -18.4% | -6.5% |
| YTD | -6.4% | +48.9% | -55.2% | -19.2% |
| 1Y | -3.1% | +46.7% | -49.8% | -16.1% |
| 3Y | +96.7% | +37.4% | +59.3% | +71.8% |
| 5Y | +21.3% | +103.9% | -82.6% | -10.0% |
| 10Y | +237.7% | +127.0% | +110.7% | +120.9% |
| All | +1,094.1% | +7,795.6% | -6,701.5% | +364.0% |
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 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