+572.1%
ON vs EOG
+121.2%
+450.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -4.7% | +1.0% | -5.8% | -5.1% |
| 30D | -13.5% | +2.8% | -16.3% | -14.6% |
| 3M | -36.3% | +5.9% | -42.2% | -38.6% |
| 6M | +17.8% | +17.1% | +0.7% | +7.7% |
| YTD | +29.6% | +43.9% | -14.3% | +7.9% |
| 1Y | +45.8% | +26.9% | +18.9% | +28.1% |
| 3Y | -28.3% | +23.6% | -51.9% | -37.1% |
| 5Y | +49.6% | +178.1% | -128.5% | -12.3% |
| All | +572.1% | +121.2% | +450.9% | +249.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling