-10.8%
DOW vs EOG
+111.8%
-122.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -2.4% | +1.3% | -3.7% | -3.0% |
| 30D | +0.4% | +8.2% | -7.8% | -3.3% |
| 3M | -14.4% | +3.8% | -18.2% | -16.0% |
| 6M | -7.0% | +15.3% | -22.3% | -12.8% |
| YTD | +30.2% | +41.7% | -11.5% | +10.6% |
| 1Y | +29.2% | +23.6% | +5.7% | +17.0% |
| 3Y | -36.7% | +23.3% | -60.0% | -43.3% |
| 5Y | -37.7% | +170.4% | -208.1% | -64.1% |
| All | -10.8% | +111.8% | -122.6% | -50.6% |
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