+39.0%
EOG vs DRI
+68.4%
-29.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +4.6% | -0.7% | +5.3% | +4.6% |
| 30D | +2.9% | +14.7% | -11.8% | +1.8% |
| 3M | +8.0% | +5.4% | +2.5% | +7.4% |
| 6M | +17.0% | +18.8% | -1.8% | +15.0% |
| YTD | +51.1% | +28.4% | +22.7% | +45.8% |
| 1Y | +45.1% | +37.7% | +7.4% | +38.0% |
| All | +39.0% | +68.4% | -29.3% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling