+39.0%
EOG vs EW
+60.7%
-21.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.6% |
| 7D | +4.6% | +6.5% | -1.9% | +5.0% |
| 30D | +2.9% | +22.5% | -19.6% | +4.1% |
| 3M | +8.0% | +13.0% | -5.0% | +9.0% |
| 6M | +17.0% | +37.1% | -20.1% | +19.0% |
| YTD | +51.1% | +24.1% | +27.0% | +53.3% |
| 1Y | +45.1% | +24.2% | +20.9% | +47.3% |
| All | +39.0% | +60.7% | -21.7% | +45.3% |
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