+8,362.0%
EOG vs DD
+1,141.0%
+7,221.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | +7.6% | +5.0% | +2.7% | +5.5% |
| 30D | +3.4% | +19.7% | -16.3% | -4.2% |
| 3M | +12.7% | +7.2% | +5.5% | +9.0% |
| 6M | +19.0% | +1.0% | +18.0% | +16.7% |
| YTD | +55.6% | +29.1% | +26.5% | +36.3% |
| 1Y | +49.5% | +28.5% | +21.1% | +31.2% |
| 3Y | +43.2% | +89.4% | -46.3% | +3.8% |
| 5Y | +111.8% | +67.1% | +44.7% | +59.1% |
| 10Y | +140.4% | +97.5% | +42.8% | +65.5% |
| All | +8,362.0% | +1,141.0% | +7,221.1% | +3,736.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling