+5,028.6%
EOG vs EW
+8,225.2%
-3,196.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +7.4% | +4.9% | +2.5% | +6.3% |
| 30D | +2.3% | +24.1% | -21.8% | -2.7% |
| 3M | +9.5% | +13.7% | -4.3% | +6.0% |
| 6M | +17.7% | +32.7% | -15.0% | +9.8% |
| YTD | +52.9% | +24.1% | +28.8% | +44.0% |
| 1Y | +47.7% | +23.6% | +24.0% | +39.1% |
| 3Y | +41.1% | +64.8% | -23.6% | +19.1% |
| 5Y | +108.2% | -8.8% | +117.0% | +98.5% |
| 10Y | +136.3% | +248.8% | -112.5% | +61.3% |
| All | +5,028.6% | +8,225.2% | -3,196.6% | +1,945.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling