+150.3%
EOG vs FRSH
-72.6%
+222.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +1.0% | -11.2% | +12.2% | +1.8% |
| 30D | +2.8% | -0.8% | +3.7% | +2.8% |
| 3M | +5.9% | +26.4% | -20.5% | +4.1% |
| 6M | +17.1% | +48.4% | -31.3% | +13.6% |
| YTD | +43.9% | -3.1% | +47.0% | +43.4% |
| 1Y | +26.9% | -8.7% | +35.6% | +26.9% |
| 3Y | +23.6% | -45.8% | +69.4% | +26.1% |
| All | +150.3% | -72.6% | +222.9% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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