+4,712.5%
EOG vs EW
+6,681.4%
-1,968.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.3% |
| 7D | -1.3% | -5.1% | +3.8% | -0.2% |
| 30D | +3.4% | -6.4% | +9.7% | +4.9% |
| 3M | +7.8% | -1.6% | +9.4% | +8.0% |
| 6M | +13.4% | +2.3% | +11.1% | +12.1% |
| YTD | +43.5% | +1.1% | +42.4% | +42.0% |
| 1Y | +29.7% | +8.0% | +21.7% | +26.1% |
| 3Y | +23.2% | +16.3% | +6.8% | +13.0% |
| 5Y | +176.4% | -29.4% | +205.8% | +179.8% |
| 10Y | +119.1% | +125.6% | -6.5% | +64.5% |
| All | +4,712.5% | +6,681.4% | -1,968.9% | +1,916.0% |
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