+33.0%
BLK vs EOG
+169.9%
-136.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -3.3% | +1.5% | -4.8% | -3.6% |
| 30D | -6.5% | +2.9% | -9.5% | -7.1% |
| 3M | +6.7% | +8.7% | -2.0% | +4.5% |
| 6M | +14.7% | +12.9% | +1.8% | +10.7% |
| YTD | +2.5% | +43.8% | -41.3% | -7.0% |
| 1Y | -2.8% | +27.1% | -29.8% | -9.2% |
| 3Y | +65.9% | +25.9% | +40.0% | +53.1% |
| All | +33.0% | +169.9% | -136.9% | -0.7% |
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