+533.2%
XYZ vs EOG
+139.6%
+393.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.0% | +1.3% | -2.3% | -1.4% |
| 30D | -1.7% | +8.2% | -9.9% | -4.2% |
| 3M | +16.7% | +3.8% | +12.9% | +14.4% |
| 6M | +26.9% | +15.3% | +11.5% | +19.2% |
| YTD | +27.1% | +41.7% | -14.6% | +11.5% |
| 1Y | +9.3% | +23.6% | -14.3% | -0.2% |
| 3Y | +42.3% | +23.3% | +19.0% | +28.7% |
| 5Y | -69.3% | +170.4% | -239.7% | -78.6% |
| 10Y | +586.8% | +125.5% | +461.3% | +354.0% |
| All | +533.2% | +139.6% | +393.6% | +279.2% |
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