+22.3%
DIS vs EOG
+115.2%
-92.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.1% |
| 7D | -3.5% | -1.3% | -2.2% | -3.2% |
| 30D | +1.0% | +3.4% | -2.4% | 0.0% |
| 3M | +5.7% | +7.8% | -2.2% | +2.9% |
| 6M | +3.3% | +13.4% | -10.1% | -1.5% |
| YTD | -7.7% | +43.5% | -51.2% | -17.8% |
| 1Y | -10.0% | +29.7% | -39.6% | -17.7% |
| 3Y | +31.7% | +23.2% | +8.5% | +20.6% |
| 5Y | -42.2% | +176.4% | -218.6% | -59.3% |
| 10Y | +22.3% | +119.1% | -96.8% | -21.7% |
| All | +22.3% | +115.2% | -92.8% | -21.7% |
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