+47.7%
EOG vs FDS
+23.2%
+24.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.2% |
| 7D | +7.4% | -2.6% | +10.0% | +7.4% |
| 30D | +2.3% | +14.1% | -11.8% | +2.0% |
| 3M | +9.5% | +19.8% | -10.3% | +9.0% |
| 6M | +17.7% | +55.0% | -37.3% | +16.2% |
| YTD | +52.9% | +15.9% | +37.0% | +51.6% |
| 1Y | +47.7% | +24.2% | +23.5% | +46.9% |
| All | +47.7% | +23.2% | +24.4% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling