+590.9%
JPM vs EOG
+121.1%
+469.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -0.7% | +1.5% | -2.2% | -1.1% |
| 30D | -2.5% | +2.9% | -5.4% | -3.5% |
| 3M | +14.1% | +8.7% | +5.4% | +10.4% |
| 6M | +25.1% | +12.9% | +12.2% | +18.7% |
| YTD | +12.1% | +43.8% | -31.7% | -2.5% |
| 1Y | +18.8% | +27.1% | -8.3% | +7.5% |
| 3Y | +163.4% | +25.9% | +137.5% | +135.3% |
| 5Y | +156.5% | +177.9% | -21.4% | +62.5% |
| All | +590.9% | +121.1% | +469.8% | +294.3% |
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