+154.0%
EOG vs BTDR
+23.3%
+130.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.1% |
| 7D | -1.3% | +14.8% | -16.1% | -1.3% |
| 30D | +3.4% | +41.8% | -38.4% | +3.3% |
| 3M | +7.8% | -29.2% | +37.0% | +8.1% |
| 6M | +13.4% | +66.2% | -52.8% | +12.4% |
| YTD | +43.5% | +10.0% | +33.5% | +42.9% |
| 1Y | +29.7% | -11.0% | +40.6% | +29.1% |
| 3Y | +23.2% | +6.9% | +16.2% | +21.6% |
| 5Y | +176.4% | +24.7% | +151.7% | +182.0% |
| All | +154.0% | +23.3% | +130.7% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling