+322.4%
NET vs EOG
+26.6%
+295.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.7% | -1.5% |
| 7D | -16.4% | -8.6% | -7.7% | -14.8% |
| 30D | -25.8% | +2.8% | -28.6% | -26.3% |
| 3M | -11.5% | +3.2% | -14.7% | -12.4% |
| 6M | +18.9% | +5.3% | +13.6% | +16.5% |
| YTD | +35.2% | +44.5% | -9.3% | +20.4% |
| 1Y | +14.5% | +44.2% | -29.7% | +1.9% |
| All | +322.4% | +26.6% | +295.8% | +301.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling