+1,055.3%
DELL vs EOG
+172.6%
+882.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.7% | -5.4% |
| 7D | -1.9% | +1.0% | -2.9% | -2.2% |
| 30D | +14.9% | +2.8% | +12.1% | +13.8% |
| 3M | +37.2% | +5.9% | +31.3% | +34.1% |
| 6M | +254.0% | +17.1% | +236.9% | +232.9% |
| YTD | +306.1% | +43.9% | +262.2% | +257.8% |
| 1Y | +312.3% | +26.9% | +285.4% | +277.1% |
| 3Y | +654.0% | +23.6% | +630.5% | +587.5% |
| 5Y | +1,055.3% | +178.1% | +877.2% | +746.7% |
| All | +1,055.3% | +172.6% | +882.7% | +746.7% |
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