+4,967.6%
EOG vs EW
+8,226.0%
-3,258.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.1% |
| 7D | +4.6% | +6.5% | -1.9% | +3.1% |
| 30D | +2.9% | +22.5% | -19.6% | -1.9% |
| 3M | +8.0% | +13.0% | -5.0% | +4.7% |
| 6M | +17.0% | +37.1% | -20.1% | +8.3% |
| YTD | +51.1% | +24.1% | +27.0% | +42.3% |
| 1Y | +45.1% | +24.2% | +20.9% | +36.5% |
| 3Y | +39.4% | +64.8% | -25.3% | +17.7% |
| 5Y | +105.6% | -7.4% | +113.0% | +95.2% |
| 10Y | +133.5% | +248.8% | -115.3% | +59.4% |
| All | +4,967.6% | +8,226.0% | -3,258.4% | +1,920.8% |
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