+176.4%
EOG vs DG
-39.5%
+215.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.2% |
| 7D | -1.3% | -4.8% | +3.5% | -1.2% |
| 30D | +3.4% | +1.8% | +1.6% | +3.3% |
| 3M | +7.8% | +14.5% | -6.6% | +7.5% |
| 6M | +13.4% | -13.6% | +26.9% | +13.9% |
| YTD | +43.5% | -4.8% | +48.3% | +43.7% |
| 1Y | +29.7% | +21.6% | +8.1% | +28.7% |
| 3Y | +23.2% | +4.5% | +18.7% | +21.9% |
| 5Y | +176.4% | -38.5% | +214.9% | +200.2% |
| All | +176.4% | -39.5% | +215.9% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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