+42.1%
EOG vs OMC
+23.4%
+18.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -10.7% | +7.6% | -18.2% | -10.3% |
| 30D | +1.1% | +16.0% | -14.9% | +1.7% |
| 3M | +8.7% | +7.7% | +1.0% | +8.9% |
| 6M | +4.4% | +14.5% | -10.2% | +4.3% |
| YTD | +42.4% | +11.2% | +31.1% | +42.5% |
| 1Y | +42.1% | +23.6% | +18.6% | +40.9% |
| All | +42.1% | +23.4% | +18.7% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling