+64.8%
DIA vs EOG
+171.8%
-107.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.9% |
| 7D | -1.2% | -1.3% | +0.1% | -1.1% |
| 30D | -2.7% | +3.4% | -6.1% | -3.2% |
| 3M | +3.3% | +7.8% | -4.6% | +1.8% |
| 6M | +10.4% | +13.4% | -2.9% | +7.5% |
| YTD | +10.0% | +43.5% | -33.5% | +2.3% |
| 1Y | +16.2% | +29.7% | -13.5% | +10.0% |
| 3Y | +58.7% | +23.2% | +35.6% | +50.1% |
| All | +64.8% | +171.8% | -107.0% | +32.4% |
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