+36.7%
EOG vs FRMI
-78.0%
+114.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.1% |
| 7D | -1.3% | +15.9% | -17.2% | -1.1% |
| 30D | +3.4% | -6.0% | +9.3% | +3.4% |
| 3M | +7.8% | -1.6% | +9.4% | +7.7% |
| 6M | +13.4% | -30.7% | +44.1% | +13.5% |
| YTD | +43.5% | -30.9% | +74.4% | +43.8% |
| All | +36.7% | -78.0% | +114.7% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling