+196.1%
ON vs EOG
+3,595.2%
-3,399.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.4% | -4.3% |
| 7D | +12.2% | +7.6% | +4.6% | +9.1% |
| 30D | -3.1% | +3.4% | -6.5% | -4.6% |
| 3M | -12.9% | +12.7% | -25.6% | -17.3% |
| 6M | -38.6% | +19.0% | -57.6% | -43.7% |
| YTD | +31.2% | +55.6% | -24.3% | +6.9% |
| 1Y | +47.6% | +49.5% | -1.9% | +22.1% |
| 3Y | +6.6% | +43.2% | -36.5% | -10.8% |
| 5Y | +21.3% | +111.8% | -90.6% | -16.8% |
| 10Y | +533.3% | +140.4% | +393.0% | +260.8% |
| All | +196.1% | +3,595.2% | -3,399.2% | -9.8% |
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