+176.4%
EOG vs DD
+59.3%
+117.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.9% |
| 7D | -1.3% | -3.8% | +2.5% | -0.2% |
| 30D | +3.4% | -9.2% | +12.6% | +6.4% |
| 3M | +7.8% | -9.0% | +16.8% | +10.3% |
| 6M | +13.4% | -5.0% | +18.3% | +13.0% |
| YTD | +43.5% | +7.4% | +36.1% | +35.8% |
| 1Y | +29.7% | +35.1% | -5.4% | +11.1% |
| 3Y | +23.2% | +43.2% | -20.0% | -0.6% |
| 5Y | +176.4% | +59.6% | +116.8% | +98.1% |
| All | +176.4% | +59.3% | +117.1% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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