+20.0%
GE vs EOG
+24.8%
-4.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +0.9% |
| 7D | -1.6% | +1.3% | -2.9% | -1.1% |
| 30D | -11.6% | +8.2% | -19.7% | -8.8% |
| 3M | +3.0% | +3.8% | -0.8% | +5.4% |
| 6M | -0.5% | +15.3% | -15.8% | +2.4% |
| YTD | +9.7% | +41.7% | -32.0% | +12.5% |
| 1Y | +20.0% | +23.6% | -3.5% | +26.5% |
| All | +20.0% | +24.8% | -4.8% | +26.5% |
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