+119.1%
EOG vs DRI
+348.4%
-229.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.7% |
| 7D | -1.3% | -4.8% | +3.5% | +0.5% |
| 30D | +3.4% | -3.9% | +7.3% | +4.7% |
| 3M | +7.8% | +5.1% | +2.8% | +5.2% |
| 6M | +13.4% | +5.5% | +7.8% | +9.7% |
| YTD | +43.5% | +16.5% | +27.0% | +33.0% |
| 1Y | +29.7% | +2.0% | +27.7% | +26.0% |
| 3Y | +23.2% | +54.5% | -31.3% | -1.1% |
| 5Y | +176.4% | +66.6% | +109.8% | +108.8% |
| 10Y | +119.1% | +353.6% | -234.5% | +15.8% |
| All | +119.1% | +348.4% | -229.3% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling