+1,663.1%
DIS vs EOG
+7,635.1%
-5,971.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.9% |
| 7D | +5.3% | -6.0% | +11.3% | +6.6% |
| 30D | +10.2% | +0.9% | +9.4% | +9.8% |
| 3M | +13.5% | +10.9% | +2.6% | +10.7% |
| 6M | +11.1% | +15.8% | -4.7% | +6.8% |
| YTD | +5.5% | +45.8% | -40.3% | -3.9% |
| 1Y | +9.1% | +45.3% | -36.2% | -0.6% |
| 3Y | +36.0% | +36.2% | -0.2% | +24.8% |
| 5Y | -29.8% | +94.0% | -123.8% | -41.4% |
| 10Y | +36.6% | +120.5% | -83.9% | +2.5% |
| All | +1,663.1% | +7,635.1% | -5,971.9% | +799.7% |
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 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