+610.7%
XYZ vs EOG
+112.7%
+498.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +2.9% | -2.0% | +4.9% | +3.5% |
| 30D | +1.4% | +7.9% | -6.5% | -1.1% |
| 3M | +14.6% | +4.5% | +10.1% | +12.0% |
| 6M | +20.8% | +12.3% | +8.5% | +14.4% |
| YTD | +23.1% | +41.9% | -18.8% | +7.8% |
| 1Y | +5.6% | +27.8% | -22.2% | -4.5% |
| 3Y | +50.9% | +21.8% | +29.1% | +37.0% |
| 5Y | -68.6% | +174.0% | -242.6% | -78.2% |
| All | +610.7% | +112.7% | +498.0% | +398.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling