+327.1%
NET vs EOG
+22.4%
+304.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | -7.0% | +1.3% | -8.3% | -7.3% |
| 30D | -4.8% | +8.2% | -13.0% | -6.9% |
| 3M | +3.8% | +3.8% | 0.0% | +2.3% |
| 6M | +50.0% | +15.3% | +34.7% | +42.5% |
| YTD | +41.5% | +41.7% | -0.2% | +26.1% |
| 1Y | +32.8% | +23.6% | +9.3% | +23.9% |
| All | +327.1% | +22.4% | +304.7% | +297.6% |
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