+47.6%
ON vs EOG
+45.9%
+1.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.4% | -2.8% |
| 7D | -5.8% | -8.6% | +2.8% | -7.3% |
| 30D | -17.1% | +2.8% | -19.9% | -16.6% |
| 3M | -11.8% | +3.2% | -15.0% | -10.6% |
| 6M | -30.2% | +5.3% | -35.5% | -28.1% |
| YTD | +31.6% | +44.5% | -12.9% | +27.3% |
| 1Y | +47.6% | +44.2% | +3.4% | +41.0% |
| All | +47.6% | +45.9% | +1.7% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling