+1,163.5%
C vs EOG
+7,415.7%
-6,252.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +3.6% | +1.3% | +2.3% | +3.1% |
| 30D | +0.1% | +8.2% | -8.1% | -2.9% |
| 3M | +2.4% | +3.8% | -1.4% | +0.2% |
| 6M | +24.9% | +15.3% | +9.6% | +16.8% |
| YTD | +19.8% | +41.7% | -21.9% | +3.5% |
| 1Y | +44.9% | +23.6% | +21.3% | +31.1% |
| 3Y | +263.0% | +23.3% | +239.7% | +224.0% |
| 5Y | +129.5% | +170.4% | -40.9% | +48.7% |
| 10Y | +291.6% | +125.5% | +166.1% | +147.6% |
| All | +1,163.5% | +7,415.7% | -6,252.1% | +264.9% |
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