+433.8%
MAR vs EOG
+121.1%
+312.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -0.5% | +1.5% | -2.0% | -1.0% |
| 30D | -5.4% | +2.9% | -8.4% | -6.3% |
| 3M | -15.5% | +8.7% | -24.2% | -18.2% |
| 6M | +3.0% | +12.9% | -9.9% | -2.3% |
| YTD | +8.5% | +43.8% | -35.3% | -5.4% |
| 1Y | +26.0% | +27.1% | -1.1% | +14.1% |
| 3Y | +68.6% | +25.9% | +42.7% | +50.5% |
| 5Y | +157.4% | +177.9% | -20.6% | +64.3% |
| All | +433.8% | +121.1% | +312.8% | +208.5% |
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 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