+1,622.6%
T vs EOG
+8,150.5%
-6,527.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | +2.5% | +7.6% | -5.1% | +1.5% |
| 30D | -3.8% | +3.4% | -7.1% | -4.4% |
| 3M | -8.7% | +12.7% | -21.5% | -10.5% |
| 6M | -8.1% | +19.0% | -27.1% | -10.7% |
| YTD | -6.4% | +55.6% | -62.0% | -12.7% |
| 1Y | -9.8% | +49.5% | -59.3% | -15.3% |
| 3Y | +65.5% | +43.2% | +22.3% | +54.7% |
| 5Y | +57.0% | +111.8% | -54.9% | +35.9% |
| 10Y | +60.8% | +140.4% | -79.6% | +28.0% |
| All | +1,622.6% | +8,150.5% | -6,527.9% | +822.0% |
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