+236.7%
INTU vs EOG
+141.0%
+95.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | +0.1% | +7.6% | -7.5% | -1.3% |
| 30D | +10.1% | +3.4% | +6.7% | +9.2% |
| 3M | -4.2% | +12.7% | -16.9% | -6.5% |
| 6M | -7.2% | +19.0% | -26.2% | -10.5% |
| YTD | -47.7% | +55.6% | -103.3% | -52.1% |
| 1Y | -46.7% | +49.5% | -96.2% | -50.9% |
| 3Y | -34.1% | +43.2% | -77.2% | -39.4% |
| 5Y | -43.3% | +111.8% | -155.1% | -52.5% |
| All | +236.7% | +141.0% | +95.8% | +157.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling