+3,285.0%
EOG vs FDS
+10,266.7%
-6,981.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -2.4% | -2.0% | -0.4% | -2.0% |
| 30D | +2.9% | +13.5% | -10.6% | -0.5% |
| 3M | +7.2% | +15.2% | -7.9% | +2.9% |
| 6M | +18.2% | +47.0% | -28.9% | +5.4% |
| YTD | +48.9% | +13.9% | +35.0% | +39.9% |
| 1Y | +46.7% | +25.2% | +21.5% | +34.3% |
| 3Y | +37.4% | -25.3% | +62.7% | +41.7% |
| 5Y | +103.9% | -23.3% | +127.2% | +106.2% |
| 10Y | +127.0% | +126.0% | +1.0% | +72.5% |
| All | +3,285.0% | +10,266.7% | -6,981.7% | +1,516.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling