+22.7%
USB vs EOG
+93.6%
-70.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | -1.5% | -10.7% | +9.2% | +1.2% |
| 30D | +4.3% | +1.1% | +3.2% | +3.7% |
| 3M | -6.1% | +8.7% | -14.7% | -8.6% |
| 6M | +9.4% | +4.4% | +5.0% | +7.0% |
| YTD | +15.2% | +42.4% | -27.2% | +1.3% |
| 1Y | +32.8% | +42.1% | -9.4% | +16.7% |
| 3Y | +91.3% | +25.8% | +65.5% | +72.7% |
| 5Y | +22.7% | +93.3% | -70.6% | -8.1% |
| All | +22.7% | +93.6% | -70.9% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling