+147.8%
EOG vs BROS
+35.1%
+112.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.1% |
| 7D | +1.5% | -5.8% | +7.2% | +1.8% |
| 30D | +2.9% | -14.0% | +16.9% | +3.8% |
| 3M | +8.7% | -32.5% | +41.2% | +10.9% |
| 6M | +12.9% | -14.9% | +27.8% | +12.9% |
| YTD | +43.8% | -28.3% | +72.1% | +45.5% |
| 1Y | +27.1% | -34.0% | +61.1% | +29.0% |
| 3Y | +25.9% | +63.0% | -37.1% | +17.1% |
| All | +147.8% | +35.1% | +112.7% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling