+5,230.9%
O vs EOG
+4,276.5%
+954.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.9% | +1.5% | -4.4% | -3.1% |
| 30D | -4.5% | +2.9% | -7.5% | -5.1% |
| 3M | -2.6% | +8.7% | -11.4% | -4.4% |
| 6M | -5.6% | +12.9% | -18.5% | -8.2% |
| YTD | +9.3% | +43.8% | -34.6% | +1.3% |
| 1Y | +4.3% | +27.1% | -22.8% | -1.1% |
| 3Y | +27.4% | +25.9% | +1.5% | +19.5% |
| 5Y | +17.1% | +177.9% | -160.9% | -8.5% |
| 10Y | +53.7% | +119.7% | -65.9% | +14.5% |
| All | +5,230.9% | +4,276.5% | +954.5% | +2,597.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling