+31.9%
DIS vs EOG
+141.0%
-109.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | +1.9% | +7.6% | -5.7% | 0.0% |
| 30D | +9.2% | +3.4% | +5.8% | +7.9% |
| 3M | +13.5% | +12.7% | +0.8% | +9.5% |
| 6M | +14.3% | +19.0% | -4.7% | +7.8% |
| YTD | +5.4% | +55.6% | -50.2% | -8.6% |
| 1Y | +12.2% | +49.5% | -37.4% | -1.7% |
| 3Y | +37.2% | +43.2% | -6.0% | +20.4% |
| 5Y | -23.1% | +111.8% | -135.0% | -41.5% |
| All | +31.9% | +141.0% | -109.1% | -17.2% |
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