+50.0%
NET vs EOG
+17.0%
+33.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -2.0% |
| 7D | -7.0% | +1.3% | -8.3% | -7.1% |
| 30D | -4.8% | +8.2% | -13.0% | -5.5% |
| 3M | +3.8% | +3.8% | 0.0% | +3.0% |
| 6M | +50.0% | +15.3% | +34.7% | +54.1% |
| All | +50.0% | +17.0% | +33.1% | +54.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling