+294.7%
C vs EOG
+115.2%
+179.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.3% |
| 7D | +2.6% | -1.3% | +3.9% | +3.1% |
| 30D | +1.9% | +3.4% | -1.5% | +0.4% |
| 3M | +2.8% | +7.8% | -5.0% | -1.4% |
| 6M | +30.6% | +13.4% | +17.2% | +21.3% |
| YTD | +19.9% | +43.5% | -23.6% | -0.2% |
| 1Y | +44.6% | +29.7% | +14.9% | +25.4% |
| 3Y | +272.1% | +23.2% | +249.0% | +223.4% |
| 5Y | +132.0% | +176.4% | -44.4% | +29.0% |
| 10Y | +294.7% | +119.1% | +175.5% | +95.8% |
| All | +294.7% | +115.2% | +179.5% | +95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling