+24.0%
NET vs EOG
+93.6%
-69.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.8% | -7.9% |
| 7D | -21.2% | -10.7% | -10.5% | -18.6% |
| 30D | -31.1% | +1.1% | -32.2% | -31.5% |
| 3M | -16.5% | +8.7% | -25.2% | -19.0% |
| 6M | 0.0% | +4.4% | -4.3% | -2.2% |
| YTD | +24.0% | +42.4% | -18.3% | +9.0% |
| 1Y | +7.0% | +42.1% | -35.1% | -6.1% |
| 3Y | +279.6% | +25.8% | +253.8% | +241.3% |
| 5Y | +24.0% | +93.3% | -69.3% | -3.0% |
| All | +24.0% | +93.6% | -69.7% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling