+21.8%
EOG vs EW
+14.1%
+7.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.7% | 0.0% |
| 7D | -2.0% | -4.4% | +2.4% | -2.1% |
| 30D | +7.9% | -3.3% | +11.2% | +7.8% |
| 3M | +4.5% | +1.0% | +3.5% | +4.6% |
| 6M | +12.3% | +6.2% | +6.1% | +12.6% |
| YTD | +41.9% | +1.7% | +40.2% | +42.2% |
| 1Y | +27.8% | +8.1% | +19.7% | +28.1% |
| 3Y | +21.8% | +17.1% | +4.7% | +19.4% |
| All | +21.8% | +14.1% | +7.7% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 3y: compounded portfolio wealth divided by compounded EW 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…
3y analysis · Full analysis span regression · 6 months rolling