+130.1%
EOG vs FOXA
+90.1%
+40.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.4% |
| 7D | +1.0% | -3.7% | +4.8% | +2.3% |
| 30D | +2.8% | +5.4% | -2.5% | +0.6% |
| 3M | +5.9% | -3.7% | +9.6% | +6.0% |
| 6M | +17.1% | +12.6% | +4.5% | +9.7% |
| YTD | +43.9% | -10.0% | +53.9% | +46.6% |
| 1Y | +26.9% | +15.0% | +11.8% | +16.2% |
| 3Y | +23.6% | +115.1% | -91.5% | -14.9% |
| 5Y | +178.1% | +93.0% | +85.1% | +95.6% |
| All | +130.1% | +90.1% | +40.0% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling