+16.6%
EMR vs EOG
+24.8%
-8.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.6% |
| 7D | -1.5% | +1.3% | -2.8% | -1.2% |
| 30D | -5.6% | +8.2% | -13.8% | -3.6% |
| 3M | +7.9% | +3.8% | +4.1% | +9.8% |
| 6M | +6.0% | +15.3% | -9.3% | +6.2% |
| YTD | +16.4% | +41.7% | -25.3% | +12.6% |
| 1Y | +16.6% | +23.6% | -6.9% | +9.7% |
| All | +16.6% | +24.8% | -8.2% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling