-39.0%
U vs EOG
+368.9%
-407.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -3.8% | +1.3% | -5.1% | -4.0% |
| 30D | +17.5% | +8.2% | +9.3% | +16.3% |
| 3M | +38.7% | +3.8% | +34.9% | +37.6% |
| 6M | +104.4% | +15.3% | +89.1% | +98.8% |
| YTD | -5.7% | +41.7% | -47.4% | -11.9% |
| 1Y | +3.7% | +23.6% | -19.9% | -0.8% |
| 3Y | +12.3% | +23.3% | -11.0% | +6.7% |
| 5Y | -68.8% | +170.4% | -239.2% | -70.7% |
| All | -39.0% | +368.9% | -407.9% | -35.8% |
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