+166.2%
EOG vs DVA
+46.8%
+119.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.5% | -1.3% | +2.8% | +1.6% |
| 30D | +2.9% | 0.0% | +2.9% | +2.9% |
| 3M | +8.7% | -10.9% | +19.7% | +10.0% |
| 6M | +12.9% | +17.3% | -4.4% | +11.0% |
| YTD | +43.8% | +59.8% | -16.0% | +36.2% |
| 1Y | +27.1% | +36.3% | -9.2% | +22.5% |
| 3Y | +25.9% | +88.6% | -62.7% | +16.1% |
| All | +166.2% | +46.8% | +119.4% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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