+2,411.4%
EOG vs BG
+1,169.9%
+1,241.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.7% |
| 7D | +1.5% | +3.1% | -1.6% | +0.1% |
| 30D | +2.9% | +10.2% | -7.3% | -1.4% |
| 3M | +8.7% | -1.7% | +10.4% | +8.9% |
| 6M | +12.9% | +1.0% | +11.9% | +11.6% |
| YTD | +43.8% | +39.9% | +3.9% | +23.6% |
| 1Y | +27.1% | +53.2% | -26.2% | +4.2% |
| 3Y | +25.9% | +16.3% | +9.6% | +13.6% |
| 5Y | +177.9% | +83.9% | +94.1% | +104.0% |
| 10Y | +119.7% | +165.1% | -45.5% | +31.9% |
| All | +2,411.4% | +1,169.9% | +1,241.5% | +1,255.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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