+65.8%
EMR vs EOG
+179.2%
-113.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +0.9% | -1.3% | +2.2% | +1.2% |
| 30D | -5.0% | +3.4% | -8.3% | -5.8% |
| 3M | +5.9% | +7.8% | -1.9% | +3.3% |
| 6M | +7.3% | +13.4% | -6.0% | +2.1% |
| YTD | +14.6% | +43.5% | -28.9% | +1.0% |
| 1Y | +15.6% | +29.7% | -14.0% | +5.0% |
| 3Y | +60.2% | +23.2% | +37.0% | +46.1% |
| 5Y | +65.8% | +176.4% | -110.6% | +20.3% |
| All | +65.8% | +179.2% | -113.4% | +20.3% |
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 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