+32.6%
USB vs EOG
+47.6%
-15.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.1% |
| 7D | +1.4% | -2.4% | +3.8% | +1.1% |
| 30D | +6.4% | +2.9% | +3.5% | +6.8% |
| 3M | -4.5% | +7.2% | -11.7% | -3.3% |
| 6M | +11.4% | +18.2% | -6.8% | +14.8% |
| YTD | +17.1% | +48.9% | -31.8% | +19.1% |
| 1Y | +32.6% | +46.7% | -14.1% | +36.0% |
| All | +32.6% | +47.6% | -15.0% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling