+171.7%
EOG vs D
+5.6%
+166.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.3% | +1.5% | -0.2% | +1.0% |
| 30D | +8.2% | -2.6% | +10.8% | +8.7% |
| 3M | +3.8% | 0.0% | +3.8% | +3.8% |
| 6M | +15.3% | +7.4% | +8.0% | +13.3% |
| YTD | +41.7% | +15.9% | +25.8% | +36.9% |
| 1Y | +23.6% | +18.1% | +5.4% | +18.6% |
| 3Y | +23.3% | +58.4% | -35.1% | +8.4% |
| All | +171.7% | +5.6% | +166.1% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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