+21.8%
EOG vs FDS
-30.4%
+52.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.4% |
| 7D | -2.0% | -5.4% | +3.4% | -1.6% |
| 30D | +7.9% | +1.6% | +6.3% | +7.7% |
| 3M | +4.5% | +17.7% | -13.3% | +2.8% |
| 6M | +12.3% | +29.1% | -16.8% | +9.3% |
| YTD | +41.9% | +1.0% | +40.9% | +42.4% |
| 1Y | +27.8% | -21.6% | +49.5% | +33.8% |
| 3Y | +21.8% | -30.1% | +51.9% | +28.5% |
| All | +21.8% | -30.4% | +52.2% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling