+25.7%
EMR vs EOG
+45.9%
-20.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.2% | +7.7% | +1.0% |
| 7D | +1.6% | -8.6% | +10.2% | -0.7% |
| 30D | +5.0% | +2.8% | +2.2% | +5.9% |
| 3M | +7.7% | +3.2% | +4.5% | +9.1% |
| 6M | +26.8% | +5.3% | +21.4% | +30.4% |
| YTD | +29.9% | +44.5% | -14.6% | +25.9% |
| 1Y | +25.7% | +44.2% | -18.5% | +22.3% |
| All | +25.7% | +45.9% | -20.2% | +22.3% |
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