+174.0%
EOG vs EW
-28.5%
+202.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.7% | +0.2% |
| 7D | -2.0% | -4.4% | +2.4% | -1.9% |
| 30D | +7.9% | -3.3% | +11.2% | +8.0% |
| 3M | +4.5% | +1.0% | +3.5% | +4.4% |
| 6M | +12.3% | +6.2% | +6.1% | +11.9% |
| YTD | +41.9% | +1.7% | +40.2% | +41.7% |
| 1Y | +27.8% | +8.1% | +19.7% | +27.2% |
| 3Y | +21.8% | +17.1% | +4.7% | +18.6% |
| 5Y | +174.0% | -29.4% | +203.4% | +177.1% |
| All | +174.0% | -28.5% | +202.5% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling