+209.9%
ON vs EOG
+3,266.1%
-3,056.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +2.4% | +1.3% | +1.2% | +1.9% |
| 30D | -3.3% | +8.2% | -11.5% | -6.5% |
| 3M | -43.6% | +3.8% | -47.4% | -45.1% |
| 6M | +19.0% | +15.3% | +3.6% | +9.9% |
| YTD | +37.4% | +41.7% | -4.3% | +16.5% |
| 1Y | +54.8% | +23.6% | +31.2% | +38.4% |
| 3Y | -25.2% | +23.3% | -48.4% | -33.6% |
| 5Y | +62.7% | +170.4% | -107.7% | +0.9% |
| 10Y | +574.3% | +125.5% | +448.8% | +294.2% |
| All | +209.9% | +3,266.1% | -3,056.2% | -1.8% |
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