+7,760.2%
EOG vs DOC
+2,934.4%
+4,825.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.1% | -8.3% | -6.2% |
| 7D | -8.6% | +8.7% | -17.3% | -11.2% |
| 30D | +2.8% | +7.6% | -4.9% | +0.1% |
| 3M | +3.2% | -5.3% | +8.4% | +4.4% |
| 6M | +5.3% | +27.6% | -22.3% | -4.5% |
| YTD | +44.5% | +32.4% | +12.1% | +28.7% |
| 1Y | +44.2% | +22.9% | +21.3% | +31.5% |
| 3Y | +27.7% | +43.1% | -15.4% | +8.7% |
| 5Y | +105.3% | -21.4% | +126.7% | +111.1% |
| 10Y | +122.3% | +16.8% | +105.5% | +94.0% |
| All | +7,760.2% | +2,934.4% | +4,825.8% | +4,447.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling