+143.3%
DELL vs EOG
+45.9%
+97.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.2% | -3.6% | -9.4% |
| 7D | -24.6% | -8.6% | -16.0% | -25.5% |
| 30D | -32.5% | +2.8% | -35.2% | -31.8% |
| 3M | -20.2% | +3.2% | -23.4% | -19.3% |
| 6M | +76.5% | +5.3% | +71.2% | +80.2% |
| YTD | +198.9% | +44.5% | +154.4% | +183.5% |
| 1Y | +143.3% | +44.2% | +99.2% | +133.6% |
| All | +143.3% | +45.9% | +97.4% | +133.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling