-10.4%
DOW vs EOG
+112.0%
-122.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.9% | -2.0% | -0.9% | -1.9% |
| 30D | +2.0% | +7.9% | -5.9% | -1.7% |
| 3M | -12.5% | +4.5% | -17.0% | -14.4% |
| 6M | -9.2% | +12.3% | -21.5% | -13.8% |
| YTD | +30.8% | +41.9% | -11.1% | +11.0% |
| 1Y | +29.4% | +27.8% | +1.5% | +15.4% |
| 3Y | -34.6% | +21.8% | -56.4% | -41.0% |
| 5Y | -35.9% | +174.0% | -209.9% | -63.3% |
| All | -10.4% | +112.0% | -122.5% | -50.5% |
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