+554.0%
XYZ vs EOG
+144.4%
+409.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | +12.1% | -11.1% | +23.3% | +15.7% |
| 30D | +12.4% | +2.7% | +9.7% | +10.9% |
| 3M | +8.2% | +8.8% | -0.6% | +4.6% |
| 6M | +20.7% | +10.8% | +9.9% | +14.9% |
| YTD | +31.3% | +44.6% | -13.2% | +13.7% |
| 1Y | +20.5% | +44.6% | -24.1% | +4.1% |
| 3Y | +72.6% | +29.5% | +43.1% | +53.2% |
| 5Y | -64.0% | +96.3% | -160.3% | -72.3% |
| 10Y | +601.8% | +122.4% | +479.4% | +363.8% |
| All | +554.0% | +144.4% | +409.6% | +286.8% |
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