+1,628.0%
DIS vs EOG
+7,567.3%
-5,939.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +5.2% | -11.1% | +16.4% | +7.7% |
| 30D | +11.5% | +2.7% | +8.7% | +10.6% |
| 3M | +11.5% | +8.8% | +2.8% | +9.2% |
| 6M | +8.9% | +10.8% | -1.9% | +5.6% |
| YTD | +3.4% | +44.6% | -41.2% | -5.6% |
| 1Y | +7.2% | +44.6% | -37.4% | -2.2% |
| 3Y | +43.3% | +29.5% | +13.8% | +32.8% |
| 5Y | -31.4% | +96.3% | -127.7% | -42.9% |
| 10Y | +37.1% | +122.4% | -85.4% | +2.7% |
| All | +1,628.0% | +7,567.3% | -5,939.3% | +783.4% |
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