+91.5%
USB vs EOG
+26.6%
+64.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | 0.0% | -11.1% | +11.1% | +2.3% |
| 30D | +5.8% | +2.7% | +3.1% | +5.0% |
| 3M | -6.0% | +8.8% | -14.7% | -8.0% |
| 6M | +7.8% | +10.8% | -3.0% | +4.2% |
| YTD | +14.6% | +44.6% | -30.0% | -0.5% |
| 1Y | +31.8% | +44.6% | -12.8% | +14.2% |
| 3Y | +91.5% | +29.5% | +62.0% | +67.5% |
| All | +91.5% | +26.6% | +64.9% | +67.5% |
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