+8,200.6%
USB vs EOG
+7,563.7%
+636.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.2% | +7.1% | +3.2% |
| 7D | +2.4% | -8.6% | +11.0% | +4.5% |
| 30D | +6.6% | +2.8% | +3.8% | +5.7% |
| 3M | -4.1% | +3.2% | -7.2% | -5.2% |
| 6M | +12.5% | +5.3% | +7.1% | +10.0% |
| YTD | +17.6% | +44.5% | -26.9% | +5.8% |
| 1Y | +36.5% | +44.2% | -7.7% | +22.8% |
| 3Y | +95.4% | +27.7% | +67.7% | +79.8% |
| 5Y | +26.1% | +105.3% | -79.2% | +1.2% |
| 10Y | +101.3% | +122.3% | -21.1% | +46.5% |
| All | +8,200.6% | +7,563.7% | +636.9% | +3,552.4% |
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