+11,024.8%
JPM vs EOG
+7,424.5%
+3,600.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -0.4% | -2.0% | +1.6% | +0.1% |
| 30D | -1.1% | +7.9% | -9.0% | -3.3% |
| 3M | +14.1% | +4.5% | +9.7% | +12.1% |
| 6M | +23.3% | +12.3% | +11.0% | +18.1% |
| YTD | +11.3% | +41.9% | -30.6% | -0.5% |
| 1Y | +23.0% | +27.8% | -4.9% | +13.1% |
| 3Y | +162.6% | +21.8% | +140.8% | +141.7% |
| 5Y | +152.8% | +174.0% | -21.2% | +79.0% |
| 10Y | +583.6% | +110.4% | +473.3% | +375.8% |
| All | +11,024.8% | +7,424.5% | +3,600.4% | +3,958.8% |
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 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