+178.1%
EOG vs BTDR
+16.5%
+161.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.3% |
| 7D | +1.0% | -3.2% | +4.2% | +1.0% |
| 30D | +2.8% | +32.7% | -29.8% | +2.8% |
| 3M | +5.9% | -28.4% | +34.3% | +6.1% |
| 6M | +17.1% | +51.7% | -34.7% | +16.1% |
| YTD | +43.9% | +2.9% | +41.1% | +43.4% |
| 1Y | +26.9% | -15.5% | +42.3% | +26.3% |
| 3Y | +23.6% | 0.0% | +23.6% | +21.9% |
| 5Y | +178.1% | +16.5% | +161.7% | +184.1% |
| All | +178.1% | +16.5% | +161.7% | +184.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling