+244.3%
DIA vs EOG
+121.2%
+123.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -3.0% | +1.0% | -4.0% | -3.2% |
| 30D | -3.0% | +2.8% | -5.8% | -3.6% |
| 3M | +4.5% | +5.9% | -1.4% | +2.8% |
| 6M | +9.8% | +17.1% | -7.3% | +5.1% |
| YTD | +9.3% | +43.9% | -34.6% | -0.4% |
| 1Y | +16.0% | +26.9% | -10.9% | +8.6% |
| 3Y | +57.7% | +23.6% | +34.2% | +46.7% |
| 5Y | +63.8% | +178.1% | -114.4% | +21.1% |
| All | +244.3% | +121.2% | +123.0% | +140.1% |
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