-9.4%
T vs EOG
+47.9%
-57.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +1.6% | +7.4% | -5.8% | +0.7% |
| 30D | -2.9% | +2.3% | -5.2% | -3.5% |
| 3M | -7.5% | +9.5% | -17.0% | -9.2% |
| 6M | -9.9% | +17.7% | -27.6% | -13.3% |
| YTD | -6.4% | +52.9% | -59.4% | -15.5% |
| 1Y | -9.4% | +47.7% | -57.1% | -18.0% |
| All | -9.4% | +47.9% | -57.3% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling