+168.0%
EOG vs BROS
+10.5%
+157.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +1.4% |
| 7D | +7.6% | +6.3% | +1.3% | +7.2% |
| 30D | +3.4% | -8.3% | +11.7% | +3.7% |
| 3M | +12.7% | -29.8% | +42.5% | +14.7% |
| 6M | +19.0% | -25.8% | +44.8% | +19.9% |
| YTD | +55.6% | -41.4% | +96.9% | +58.8% |
| 1Y | +49.5% | -35.2% | +84.7% | +51.3% |
| 3Y | +43.2% | +32.8% | +10.4% | +34.5% |
| 5Y | +111.8% | -42.2% | +154.0% | +98.8% |
| All | +168.0% | +10.5% | +157.5% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling