+6,354.3%
SO vs EOG
+8,150.5%
-1,796.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | +1.4% | +7.6% | -6.3% | +0.6% |
| 30D | +4.7% | +3.4% | +1.3% | +4.3% |
| 3M | +1.7% | +12.7% | -11.0% | +0.4% |
| 6M | +2.2% | +19.0% | -16.8% | +0.1% |
| YTD | +10.0% | +55.6% | -45.6% | +4.9% |
| 1Y | +6.0% | +49.5% | -43.5% | +1.5% |
| 3Y | +54.1% | +43.2% | +11.0% | +47.1% |
| 5Y | +79.6% | +111.8% | -32.2% | +62.7% |
| 10Y | +195.5% | +140.4% | +55.1% | +150.2% |
| All | +6,354.3% | +8,150.5% | -1,796.2% | +3,777.0% |
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