+154.6%
JPM vs EOG
+172.6%
-18.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.3% | +1.0% | -3.4% | -2.6% |
| 30D | -2.3% | +2.8% | -5.2% | -3.0% |
| 3M | +14.9% | +5.9% | +9.0% | +13.0% |
| 6M | +23.6% | +17.1% | +6.6% | +18.1% |
| YTD | +11.3% | +43.9% | -32.6% | +0.6% |
| 1Y | +19.9% | +26.9% | -7.0% | +11.8% |
| 3Y | +162.6% | +23.6% | +139.0% | +143.6% |
| 5Y | +154.6% | +178.1% | -23.5% | +79.8% |
| All | +154.6% | +172.6% | -18.0% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling