+176.4%
EOG vs DT
-28.0%
+204.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | +3.4% | +0.1% | +3.3% | +3.2% |
| 3M | +7.8% | +24.1% | -16.3% | +4.5% |
| 6M | +13.4% | +30.1% | -16.8% | +8.7% |
| YTD | +43.5% | +16.8% | +26.7% | +39.3% |
| 1Y | +29.7% | -0.1% | +29.8% | +28.6% |
| 3Y | +23.2% | +6.8% | +16.3% | +19.2% |
| 5Y | +176.4% | -28.4% | +204.8% | +176.0% |
| All | +176.4% | -28.0% | +204.4% | +176.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling