+92.5%
USB vs EOG
+24.7%
+67.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -1.5% | -10.7% | +9.2% | +0.6% |
| 30D | +4.3% | +1.1% | +3.2% | +3.8% |
| 3M | -6.1% | +8.7% | -14.7% | -8.2% |
| 6M | +9.4% | +4.4% | +5.0% | +7.4% |
| YTD | +15.2% | +42.4% | -27.2% | +0.3% |
| 1Y | +32.8% | +42.1% | -9.4% | +15.5% |
| All | +92.5% | +24.7% | +67.8% | +68.9% |
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 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