+171.7%
EOG vs DOC
-24.5%
+196.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | +1.3% | -1.5% | +2.8% | +1.6% |
| 30D | +8.2% | -4.8% | +12.9% | +9.2% |
| 3M | +3.8% | +6.9% | -3.1% | +2.0% |
| 6M | +15.3% | +20.7% | -5.4% | +9.5% |
| YTD | +41.7% | +34.1% | +7.6% | +30.1% |
| 1Y | +23.6% | +22.6% | +0.9% | +16.1% |
| 3Y | +23.3% | +20.8% | +2.5% | +15.3% |
| All | +171.7% | -24.5% | +196.2% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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