+2,498.9%
MAR vs EOG
+3,607.0%
-1,108.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | -4.2% | +1.3% | -5.4% | -4.5% |
| 30D | -6.7% | +8.2% | -14.8% | -8.9% |
| 3M | -12.5% | +3.8% | -16.3% | -14.0% |
| 6M | +0.6% | +15.3% | -14.7% | -4.8% |
| YTD | +9.1% | +41.7% | -32.6% | -3.0% |
| 1Y | +26.2% | +23.6% | +2.7% | +16.4% |
| 3Y | +68.2% | +23.3% | +44.9% | +53.0% |
| 5Y | +163.9% | +170.4% | -6.5% | +83.5% |
| 10Y | +420.6% | +125.5% | +295.0% | +245.2% |
| All | +2,498.9% | +3,607.0% | -1,108.0% | +821.9% |
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