+5,976.4%
SO vs EOG
+7,415.7%
-1,439.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -0.2% | +1.3% | -1.4% | -0.3% |
| 30D | -4.6% | +8.2% | -12.7% | -5.4% |
| 3M | -3.0% | +3.8% | -6.9% | -3.5% |
| 6M | -8.3% | +15.3% | -23.6% | -9.8% |
| YTD | +3.5% | +41.7% | -38.2% | -0.3% |
| 1Y | -0.9% | +23.6% | -24.5% | -3.4% |
| 3Y | +45.4% | +23.3% | +22.1% | +40.9% |
| 5Y | +59.6% | +170.4% | -110.8% | +41.0% |
| 10Y | +156.6% | +125.5% | +31.1% | +118.7% |
| All | +5,976.4% | +7,415.7% | -1,439.3% | +3,587.2% |
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