+26.0%
EOG vs TRU
-2.2%
+28.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.0% | -9.4% | +10.4% | +1.9% |
| 30D | +2.8% | -4.1% | +6.9% | +3.2% |
| 3M | +5.9% | +13.6% | -7.7% | +4.2% |
| 6M | +17.1% | +3.6% | +13.5% | +16.0% |
| YTD | +43.9% | -9.8% | +53.7% | +45.1% |
| 1Y | +26.9% | -13.6% | +40.5% | +28.5% |
| All | +26.0% | -2.2% | +28.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling