+1,129.1%
DIA vs EOG
+4,253.2%
-3,124.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.2% | +1.3% | -1.5% | -0.5% |
| 30D | -1.5% | +8.2% | -9.7% | -3.3% |
| 3M | +3.8% | +3.8% | -0.1% | +2.4% |
| 6M | +10.3% | +15.3% | -5.1% | +5.9% |
| YTD | +12.1% | +41.7% | -29.6% | +2.5% |
| 1Y | +18.6% | +23.6% | -4.9% | +11.7% |
| 3Y | +60.6% | +23.3% | +37.4% | +49.5% |
| 5Y | +64.4% | +170.4% | -106.0% | +24.2% |
| 10Y | +250.1% | +125.5% | +124.6% | +150.9% |
| All | +1,129.1% | +4,253.2% | -3,124.1% | +360.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling