+13,164.2%
GOOG vs EOG
+1,443.3%
+11,720.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -1.6% | -1.3% | -0.2% | -1.3% |
| 30D | -7.7% | +3.4% | -11.0% | -8.4% |
| 3M | -9.3% | +7.8% | -17.1% | -11.3% |
| 6M | +7.4% | +13.4% | -5.9% | +3.2% |
| YTD | +4.9% | +43.5% | -38.6% | -5.2% |
| 1Y | +37.2% | +29.7% | +7.5% | +26.9% |
| 3Y | +141.6% | +23.2% | +118.4% | +122.9% |
| 5Y | +128.8% | +176.4% | -47.7% | +65.9% |
| 10Y | +772.7% | +119.1% | +653.6% | +501.6% |
| All | +13,164.2% | +1,443.3% | +11,720.9% | +5,917.1% |
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