-38.4%
U vs EOG
+376.2%
-414.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | 0.0% | +1.0% | -1.1% | -0.1% |
| 30D | -4.1% | +2.8% | -6.9% | -4.5% |
| 3M | +57.8% | +5.9% | +51.9% | +56.1% |
| 6M | +103.5% | +17.1% | +86.5% | +97.5% |
| YTD | -4.8% | +43.9% | -48.7% | -11.2% |
| 1Y | -2.4% | +26.9% | -29.3% | -6.9% |
| 3Y | +11.7% | +23.6% | -11.9% | +6.0% |
| 5Y | -68.9% | +178.1% | -247.0% | -70.7% |
| All | -38.4% | +376.2% | -414.7% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling