+1,622.6%
T vs EOG
+8,009.8%
-6,387.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +1.6% | +7.4% | -5.8% | +0.6% |
| 30D | -2.9% | +2.3% | -5.2% | -3.4% |
| 3M | -7.5% | +9.5% | -17.0% | -8.9% |
| 6M | -9.9% | +17.7% | -27.6% | -12.3% |
| YTD | -6.4% | +52.9% | -59.4% | -12.5% |
| 1Y | -9.4% | +47.7% | -57.1% | -14.8% |
| 3Y | +64.9% | +41.1% | +23.7% | +54.5% |
| 5Y | +57.0% | +108.2% | -51.3% | +36.2% |
| 10Y | +60.8% | +136.3% | -75.5% | +28.4% |
| All | +1,622.6% | +8,009.8% | -6,387.2% | +824.3% |
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