+615.0%
F vs EOG
+7,415.7%
-6,800.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +5.3% | +1.3% | +4.0% | +5.0% |
| 30D | +4.6% | +8.2% | -3.6% | +2.4% |
| 3M | -3.7% | +3.8% | -7.5% | -5.0% |
| 6M | +16.8% | +15.3% | +1.5% | +11.3% |
| YTD | +15.3% | +41.7% | -26.4% | +4.0% |
| 1Y | +31.0% | +23.6% | +7.5% | +22.0% |
| 3Y | +45.4% | +23.3% | +22.2% | +34.4% |
| 5Y | +54.7% | +170.4% | -115.8% | +15.4% |
| 10Y | +98.2% | +125.5% | -27.3% | +42.5% |
| All | +615.0% | +7,415.7% | -6,800.6% | +191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling