-12.1%
DOW vs EOG
+115.0%
-127.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -1.4% | +1.5% | -2.9% | -2.1% |
| 30D | -3.9% | +2.9% | -6.9% | -5.3% |
| 3M | -12.7% | +8.7% | -21.4% | -16.2% |
| 6M | -13.7% | +12.9% | -26.6% | -18.3% |
| YTD | +28.4% | +43.8% | -15.4% | +8.3% |
| 1Y | +21.8% | +27.1% | -5.3% | +8.9% |
| 3Y | -35.7% | +25.9% | -61.6% | -43.0% |
| 5Y | -36.8% | +177.9% | -214.8% | -64.1% |
| All | -12.1% | +115.0% | -127.0% | -51.7% |
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