+11.8%
DIA vs EOG
+49.4%
-37.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.4% |
| 7D | +2.1% | +7.6% | -5.5% | +3.2% |
| 30D | +1.5% | +3.4% | -1.9% | +2.0% |
| 3M | -2.4% | +12.7% | -15.1% | -0.7% |
| 6M | +6.0% | +19.0% | -13.0% | +8.8% |
| YTD | +10.1% | +55.6% | -45.5% | +12.2% |
| 1Y | +11.8% | +49.5% | -37.7% | +14.5% |
| All | +11.8% | +49.4% | -37.6% | +14.5% |
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