+26.9%
EOG vs FDS
-28.0%
+54.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.1% | +0.5% |
| 7D | +1.0% | -16.0% | +17.0% | +1.5% |
| 30D | +2.8% | -6.7% | +9.6% | +3.0% |
| 3M | +5.9% | +6.0% | -0.1% | +5.4% |
| 6M | +17.1% | +25.1% | -8.0% | +15.5% |
| YTD | +43.9% | -8.1% | +52.1% | +44.7% |
| 1Y | +26.9% | -26.0% | +52.9% | +30.3% |
| All | +26.9% | -28.0% | +54.8% | +30.3% |
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 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