+154.6%
EOG vs BTDR
+19.6%
+135.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.1% |
| 7D | +1.5% | -3.4% | +4.9% | +1.5% |
| 30D | +2.9% | +32.6% | -29.6% | +2.9% |
| 3M | +8.7% | -32.2% | +41.0% | +9.0% |
| 6M | +12.9% | +52.4% | -39.5% | +12.0% |
| YTD | +43.8% | +6.7% | +37.1% | +43.3% |
| 1Y | +27.1% | -15.2% | +42.3% | +26.5% |
| 3Y | +25.9% | +14.9% | +11.0% | +24.4% |
| 5Y | +177.9% | +20.8% | +157.1% | +183.4% |
| All | +154.6% | +19.6% | +135.0% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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