+8,438.8%
USB vs EOG
+7,415.7%
+1,023.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | +1.4% | +1.3% | +0.2% | +1.1% |
| 30D | -1.3% | +8.2% | -9.5% | -3.3% |
| 3M | +15.2% | +3.8% | +11.4% | +13.6% |
| 6M | +18.8% | +15.3% | +3.5% | +13.6% |
| YTD | +21.0% | +41.7% | -20.7% | +9.7% |
| 1Y | +34.0% | +23.6% | +10.5% | +25.4% |
| 3Y | +95.3% | +23.3% | +72.0% | +81.6% |
| 5Y | +40.4% | +170.4% | -130.0% | +5.6% |
| 10Y | +107.3% | +125.5% | -18.2% | +50.7% |
| All | +8,438.8% | +7,415.7% | +1,023.2% | +3,684.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling