+11.9%
U vs EOG
+22.2%
-10.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +4.4% | -1.3% | +5.7% | +4.5% |
| 30D | -1.3% | +3.4% | -4.7% | -1.7% |
| 3M | +49.6% | +7.8% | +41.7% | +47.6% |
| 6M | +100.2% | +13.4% | +86.8% | +94.1% |
| YTD | -3.7% | +43.5% | -47.2% | -13.9% |
| 1Y | -6.5% | +29.7% | -36.2% | -13.1% |
| All | +11.9% | +22.2% | -10.3% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling