+90.2%
EMR vs EOG
+112.7%
-22.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | +2.8% | +7.6% | -4.8% | +1.2% |
| 30D | +3.7% | +3.4% | +0.3% | +2.7% |
| 3M | +2.0% | +12.7% | -10.7% | -1.2% |
| 6M | +22.1% | +19.0% | +3.1% | +15.6% |
| YTD | +27.2% | +55.6% | -28.3% | +9.4% |
| 1Y | +32.0% | +49.5% | -17.5% | +14.9% |
| 3Y | +103.3% | +43.2% | +60.1% | +77.8% |
| All | +90.2% | +112.7% | -22.5% | +41.7% |
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 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