+83.6%
USB vs EOG
+131.8%
-48.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.6% |
| 7D | -0.5% | +4.6% | -5.1% | -2.0% |
| 30D | +5.7% | +2.9% | +2.9% | +4.4% |
| 3M | -4.7% | +8.0% | -12.7% | -7.6% |
| 6M | +13.4% | +17.0% | -3.6% | +6.1% |
| YTD | +17.0% | +51.1% | -34.1% | -1.1% |
| 1Y | +32.4% | +45.1% | -12.7% | +13.3% |
| 3Y | +101.7% | +39.4% | +62.2% | +72.9% |
| 5Y | +24.4% | +105.6% | -81.2% | -11.3% |
| 10Y | +83.6% | +133.5% | -49.9% | +0.9% |
| All | +83.6% | +131.8% | -48.2% | +0.9% |
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