+3.7%
F vs EOG
+45.9%
-42.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.2% | +8.2% | +1.7% |
| 7D | +6.0% | -8.6% | +14.6% | +3.9% |
| 30D | +4.3% | +2.8% | +1.5% | +4.9% |
| 3M | -10.1% | +3.2% | -13.2% | -9.2% |
| 6M | +12.8% | +5.3% | +7.4% | +15.9% |
| YTD | -0.1% | +44.5% | -44.6% | -1.3% |
| 1Y | +3.7% | +44.2% | -40.5% | +2.2% |
| All | +3.7% | +45.9% | -42.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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