-10.3%
DIS vs EOG
+27.6%
-37.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | -1.1% | -2.0% | +0.9% | -1.4% |
| 30D | +0.1% | +7.9% | -7.7% | +1.3% |
| 3M | +7.1% | +4.5% | +2.6% | +7.7% |
| 6M | +4.3% | +12.3% | -8.0% | +3.5% |
| YTD | -6.9% | +41.9% | -48.8% | -11.4% |
| 1Y | -10.3% | +27.8% | -38.2% | -14.9% |
| All | -10.3% | +27.6% | -37.9% | -14.9% |
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