+7,705.0%
EOG vs DTE
+3,490.3%
+4,214.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +3.4% | -0.5% | +3.9% | +3.5% |
| 3M | +7.8% | -6.0% | +13.9% | +11.0% |
| 6M | +13.4% | -7.2% | +20.6% | +16.9% |
| YTD | +43.5% | +7.2% | +36.3% | +37.6% |
| 1Y | +29.7% | +4.1% | +25.6% | +25.8% |
| 3Y | +23.2% | +46.9% | -23.7% | -1.5% |
| 5Y | +176.4% | +32.9% | +143.5% | +129.2% |
| 10Y | +119.1% | +144.5% | -25.4% | +33.1% |
| All | +7,705.0% | +3,490.3% | +4,214.7% | +1,982.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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