+95.7%
QQQ vs EOG
+169.9%
-74.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.6% | +1.5% | -2.1% | -0.8% |
| 30D | -1.2% | +2.9% | -4.2% | -1.6% |
| 3M | -0.2% | +8.7% | -8.9% | -1.6% |
| 6M | +17.9% | +12.9% | +5.0% | +15.1% |
| YTD | +16.6% | +43.8% | -27.2% | +9.0% |
| 1Y | +23.0% | +27.1% | -4.1% | +17.4% |
| 3Y | +92.9% | +25.9% | +67.1% | +82.4% |
| All | +95.7% | +169.9% | -74.2% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling