+411.2%
EOG vs DG
+617.0%
-205.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.4% |
| 7D | +7.4% | -2.5% | +9.9% | +7.7% |
| 30D | +2.3% | +7.7% | -5.4% | +1.3% |
| 3M | +9.5% | +13.1% | -3.7% | +7.7% |
| 6M | +17.7% | +32.0% | -14.4% | +13.6% |
| YTD | +52.9% | +3.3% | +49.6% | +51.3% |
| 1Y | +47.7% | +31.7% | +16.0% | +41.6% |
| 3Y | +41.1% | +21.7% | +19.4% | +33.1% |
| 5Y | +108.2% | -34.7% | +143.0% | +114.4% |
| 10Y | +136.3% | +106.7% | +29.5% | +90.2% |
| All | +411.2% | +617.0% | -205.9% | +183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling