+998.2%
C vs EOG
+7,567.3%
-6,569.1%
-98.0%
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% | 0.0% |
| 7D | -2.4% | -11.1% | +8.7% | +1.5% |
| 30D | -6.0% | +2.7% | -8.7% | -7.1% |
| 3M | -10.5% | +8.8% | -19.3% | -13.7% |
| 6M | -5.7% | +10.8% | -16.5% | -10.4% |
| YTD | +4.1% | +44.6% | -40.4% | -11.1% |
| 1Y | +20.5% | +44.6% | -24.1% | +2.7% |
| 3Y | +208.1% | +29.5% | +178.6% | +169.7% |
| 5Y | +110.4% | +96.3% | +14.1% | +52.7% |
| 10Y | +234.6% | +122.4% | +112.2% | +112.0% |
| All | +998.2% | +7,567.3% | -6,569.1% | +213.4% |
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