+119.0%
EOG vs FDS
+66.9%
+52.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.1% | +1.9% |
| 7D | +1.0% | -16.0% | +17.0% | +5.7% |
| 30D | +2.8% | -6.7% | +9.6% | +4.4% |
| 3M | +5.9% | +6.0% | -0.1% | +2.8% |
| 6M | +17.1% | +25.1% | -8.0% | +6.8% |
| YTD | +43.9% | -8.1% | +52.1% | +44.1% |
| 1Y | +26.9% | -26.0% | +52.9% | +36.1% |
| 3Y | +23.6% | -36.4% | +60.0% | +37.3% |
| 5Y | +178.1% | -27.7% | +205.9% | +185.7% |
| All | +119.0% | +66.9% | +52.2% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling