+1,569.6%
QQQ vs EOG
+5,251.9%
-3,682.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.5% | -2.0% | +3.5% | +1.9% |
| 30D | -0.6% | +7.9% | -8.5% | -2.3% |
| 3M | +0.4% | +4.5% | -4.1% | -1.0% |
| 6M | +20.1% | +12.3% | +7.8% | +16.1% |
| YTD | +17.2% | +41.9% | -24.7% | +7.8% |
| 1Y | +24.7% | +27.8% | -3.2% | +17.0% |
| 3Y | +96.2% | +21.8% | +74.4% | +83.8% |
| 5Y | +94.4% | +174.0% | -79.6% | +49.1% |
| 10Y | +556.7% | +110.4% | +446.3% | +385.1% |
| All | +1,569.6% | +5,251.9% | -3,682.3% | +789.6% |
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 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