+3,417.8%
EOG vs DGX
+8,631.6%
-5,213.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.7% |
| 7D | +1.0% | -3.5% | +4.5% | +1.9% |
| 30D | +2.8% | -2.7% | +5.5% | +3.5% |
| 3M | +5.9% | +13.9% | -8.0% | +2.4% |
| 6M | +17.1% | +16.0% | +1.0% | +12.4% |
| YTD | +43.9% | +34.9% | +9.0% | +33.0% |
| 1Y | +26.9% | +30.6% | -3.7% | +18.0% |
| 3Y | +23.6% | +93.0% | -69.4% | +3.3% |
| 5Y | +178.1% | +64.4% | +113.7% | +138.6% |
| 10Y | +119.8% | +248.1% | -128.3% | +52.0% |
| All | +3,417.8% | +8,631.6% | -5,213.8% | +1,550.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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