+166.2%
EOG vs FOXA
+93.7%
+72.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.4% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | +2.9% | +5.0% | -2.1% | +1.5% |
| 3M | +8.7% | -3.0% | +11.8% | +9.0% |
| 6M | +12.9% | +14.8% | -1.9% | +7.3% |
| YTD | +43.8% | -8.9% | +52.7% | +46.5% |
| 1Y | +27.1% | +13.3% | +13.7% | +19.8% |
| 3Y | +25.9% | +115.4% | -89.5% | -6.4% |
| All | +166.2% | +93.7% | +72.6% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 5y: compounded portfolio wealth divided by compounded FOXA 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…
5y analysis · Full analysis span regression · 6 months rolling