-35.5%
DOW vs EOG
+172.6%
-208.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.4% | +1.0% | -3.4% | -2.8% |
| 30D | -4.1% | +2.8% | -6.9% | -5.3% |
| 3M | -12.4% | +5.9% | -18.3% | -14.8% |
| 6M | -10.6% | +17.1% | -27.7% | -16.4% |
| YTD | +31.1% | +43.9% | -12.8% | +12.2% |
| 1Y | +30.5% | +26.9% | +3.6% | +17.7% |
| 3Y | -34.4% | +23.6% | -58.0% | -41.0% |
| 5Y | -35.5% | +178.1% | -213.6% | -58.4% |
| All | -35.5% | +172.6% | -208.1% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling