+45.8%
ON vs EOG
+29.6%
+16.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -4.7% | +1.0% | -5.8% | -4.6% |
| 30D | -13.5% | +2.8% | -16.3% | -13.1% |
| 3M | -36.3% | +5.9% | -42.2% | -35.0% |
| 6M | +17.8% | +17.1% | +0.7% | +14.9% |
| YTD | +29.6% | +43.9% | -14.3% | +16.2% |
| 1Y | +45.8% | +26.9% | +18.9% | +41.6% |
| All | +45.8% | +29.6% | +16.2% | +41.6% |
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