+108.2%
EOG vs DT
-39.3%
+147.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | +7.4% | +2.7% | +4.7% | +7.1% |
| 30D | +2.3% | -30.4% | +32.6% | +6.2% |
| 3M | +9.5% | -9.4% | +18.9% | +10.2% |
| 6M | +17.7% | +14.5% | +3.2% | +14.4% |
| YTD | +52.9% | +3.6% | +49.3% | +50.0% |
| 1Y | +47.7% | -3.4% | +51.1% | +46.4% |
| 3Y | +41.1% | -11.1% | +52.2% | +39.5% |
| 5Y | +108.2% | -39.5% | +147.7% | +119.1% |
| All | +108.2% | -39.3% | +147.6% | +119.1% |
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