+44.2%
EOG vs FRMI
-93.1%
+137.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -10.6% | +5.3% | -5.3% |
| 7D | -8.6% | -39.7% | +31.1% | -9.2% |
| 30D | +2.8% | -55.2% | +57.9% | +1.7% |
| 3M | +3.2% | -71.2% | +74.3% | +1.7% |
| 6M | +5.3% | -64.1% | +69.4% | +3.1% |
| YTD | +44.5% | -77.2% | +121.7% | +42.7% |
| 1Y | +44.2% | -93.2% | +137.3% | +44.9% |
| All | +44.2% | -93.1% | +137.3% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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