-47.7%
INTU vs EOG
+47.9%
-95.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -4.1% | +7.4% | -11.5% | -4.7% |
| 30D | +12.8% | +2.3% | +10.6% | +12.3% |
| 3M | +2.1% | +9.5% | -7.3% | +0.7% |
| 6M | -11.5% | +17.7% | -29.1% | -13.3% |
| YTD | -47.9% | +52.9% | -100.8% | -45.6% |
| 1Y | -47.7% | +47.7% | -95.3% | -44.2% |
| All | -47.7% | +47.9% | -95.5% | -44.2% |
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