+5.2%
XYZ vs EOG
+28.5%
-23.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.5% |
| 7D | -3.7% | -1.3% | -2.4% | -4.1% |
| 30D | +0.5% | +3.4% | -2.8% | +1.7% |
| 3M | +16.3% | +7.8% | +8.4% | +19.6% |
| 6M | +21.1% | +13.4% | +7.8% | +24.6% |
| YTD | +22.0% | +43.5% | -21.5% | +29.8% |
| 1Y | +5.2% | +29.7% | -24.5% | +10.9% |
| All | +5.2% | +28.5% | -23.4% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling