-74.5%
U vs EOG
+109.0%
-183.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | +2.8% | +7.4% | -4.6% | +1.5% |
| 30D | +7.6% | +2.3% | +5.3% | +6.8% |
| 3M | +12.7% | +9.5% | +3.2% | +10.1% |
| 6M | +87.0% | +17.7% | +69.3% | +78.4% |
| YTD | +13.6% | +52.9% | -39.3% | -0.9% |
| 1Y | +25.3% | +47.7% | -22.4% | +10.3% |
| 3Y | +85.8% | +41.1% | +44.7% | +64.2% |
| 5Y | -74.5% | +108.2% | -182.7% | -79.7% |
| All | -74.5% | +109.0% | -183.5% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling