+30.7%
O vs EOG
+20.9%
+9.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.6% | -2.0% | +1.5% | -0.4% |
| 30D | -2.0% | +7.9% | -9.8% | -2.7% |
| 3M | +3.0% | +4.5% | -1.5% | +2.4% |
| 6M | -3.6% | +12.3% | -15.9% | -5.3% |
| YTD | +12.1% | +41.9% | -29.8% | +6.7% |
| 1Y | +8.9% | +27.8% | -19.0% | +4.9% |
| All | +30.7% | +20.9% | +9.8% | +23.8% |
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