+141.8%
EOG vs DT
+103.5%
+38.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +1.3% | -3.3% | +4.6% | +1.9% |
| 30D | +8.2% | +2.0% | +6.1% | +7.5% |
| 3M | +3.8% | +20.0% | -16.2% | -0.6% |
| 6M | +15.3% | +39.3% | -24.0% | +6.3% |
| YTD | +41.7% | +19.8% | +22.0% | +34.2% |
| 1Y | +23.6% | +4.3% | +19.3% | +20.2% |
| 3Y | +23.3% | +7.7% | +15.6% | +16.6% |
| 5Y | +170.4% | -26.8% | +197.2% | +169.1% |
| All | +141.8% | +103.5% | +38.3% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling