+40.7%
EOG vs DT
-11.2%
+51.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | +7.4% | +2.7% | +4.7% | +7.2% |
| 30D | +2.3% | -30.4% | +32.6% | +4.5% |
| 3M | +9.5% | -9.4% | +18.9% | +9.9% |
| 6M | +17.7% | +14.5% | +3.2% | +15.1% |
| YTD | +52.9% | +3.6% | +49.3% | +51.1% |
| 1Y | +47.7% | -3.4% | +51.1% | +47.6% |
| All | +40.7% | -11.2% | +51.9% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling