+420.0%
EOG vs DG
+614.5%
-194.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | +7.6% | +0.3% | +7.3% | +7.6% |
| 30D | +3.4% | +3.2% | +0.1% | +2.8% |
| 3M | +12.7% | +10.4% | +2.3% | +11.2% |
| 6M | +19.0% | +33.2% | -14.2% | +14.7% |
| YTD | +55.6% | +3.0% | +52.6% | +54.0% |
| 1Y | +49.5% | +31.2% | +18.3% | +43.4% |
| 3Y | +43.2% | +21.8% | +21.3% | +34.9% |
| 5Y | +111.8% | -35.0% | +146.8% | +118.2% |
| 10Y | +140.4% | +106.0% | +34.4% | +93.5% |
| All | +420.0% | +614.5% | -194.5% | +188.8% |
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