+145.6%
EOG vs DT
+101.6%
+43.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +1.0% | -2.5% | +3.6% | +1.5% |
| 30D | +2.8% | +3.5% | -0.7% | +2.0% |
| 3M | +5.9% | +26.7% | -20.8% | +0.2% |
| 6M | +17.1% | +36.1% | -19.1% | +8.3% |
| YTD | +43.9% | +18.6% | +25.3% | +36.5% |
| 1Y | +26.9% | +7.9% | +19.0% | +22.6% |
| 3Y | +23.6% | +8.6% | +15.0% | +16.6% |
| 5Y | +178.1% | -26.7% | +204.8% | +176.3% |
| All | +145.6% | +101.6% | +43.9% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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