+34,147.2%
LOW vs EOG
+7,528.0%
+26,619.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.7% | +1.5% | -5.2% | -4.0% |
| 30D | -8.9% | +2.9% | -11.8% | -9.4% |
| 3M | -10.4% | +8.7% | -19.1% | -12.2% |
| 6M | -19.4% | +12.9% | -32.3% | -21.9% |
| YTD | -17.1% | +43.8% | -60.9% | -23.4% |
| 1Y | -26.3% | +27.1% | -53.3% | -30.3% |
| 3Y | -9.9% | +25.9% | -35.8% | -15.6% |
| 5Y | +6.1% | +177.9% | -171.8% | -17.2% |
| 10Y | +230.8% | +119.7% | +111.2% | +149.8% |
| All | +34,147.2% | +7,528.0% | +26,619.2% | +13,151.5% |
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