+17.2%
O vs EOG
+172.6%
-155.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -3.5% | +1.0% | -4.5% | -3.6% |
| 30D | -3.3% | +2.8% | -6.2% | -3.7% |
| 3M | -2.8% | +5.9% | -8.7% | -3.6% |
| 6M | -5.8% | +17.1% | -22.8% | -7.8% |
| YTD | +9.4% | +43.9% | -34.5% | +4.2% |
| 1Y | +5.7% | +26.9% | -21.2% | +2.1% |
| 3Y | +27.2% | +23.6% | +3.7% | +22.3% |
| 5Y | +17.2% | +178.1% | -160.9% | +3.5% |
| All | +17.2% | +172.6% | -155.5% | +3.5% |
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