-34.9%
DOW vs EOG
+22.2%
-57.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.3% |
| 7D | -6.0% | -1.3% | -4.7% | -5.2% |
| 30D | -2.7% | +3.4% | -6.1% | -4.8% |
| 3M | -10.5% | +7.8% | -18.3% | -15.0% |
| 6M | -12.4% | +13.4% | -25.8% | -19.1% |
| YTD | +30.0% | +43.5% | -13.5% | +4.1% |
| 1Y | +27.8% | +29.7% | -1.9% | +8.4% |
| All | -34.9% | +22.2% | -57.1% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling