+149.3%
EOG vs ALLY
+98.1%
+51.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.2% |
| 7D | -11.1% | +0.9% | -12.0% | -11.6% |
| 30D | +2.7% | +3.1% | -0.4% | +1.2% |
| 3M | +8.8% | -12.6% | +21.3% | +14.0% |
| 6M | +10.8% | -12.4% | +23.2% | +14.9% |
| YTD | +44.6% | -13.2% | +57.7% | +48.4% |
| 1Y | +44.6% | +1.8% | +42.8% | +38.6% |
| 3Y | +29.5% | +58.0% | -28.5% | -2.3% |
| 5Y | +96.3% | -8.4% | +104.7% | +77.1% |
| 10Y | +122.4% | +195.3% | -72.8% | +9.0% |
| All | +149.3% | +98.1% | +51.2% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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