+287.4%
NET vs EOG
+24.7%
+262.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.8% | -8.0% |
| 7D | -21.2% | -10.7% | -10.5% | -19.3% |
| 30D | -31.1% | +1.1% | -32.2% | -31.3% |
| 3M | -16.5% | +8.7% | -25.2% | -18.4% |
| 6M | 0.0% | +4.4% | -4.3% | -1.8% |
| YTD | +24.0% | +42.4% | -18.3% | +10.8% |
| 1Y | +7.0% | +42.1% | -35.1% | -4.5% |
| All | +287.4% | +24.7% | +262.7% | +269.6% |
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