+122.9%
FIX vs EOG
+24.8%
+98.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.7% |
| 7D | +6.0% | +1.3% | +4.7% | +6.5% |
| 30D | -7.2% | +8.2% | -15.4% | -4.6% |
| 3M | -15.9% | +3.8% | -19.7% | -13.5% |
| 6M | +12.7% | +15.3% | -2.6% | +16.5% |
| YTD | +72.8% | +41.7% | +31.1% | +82.0% |
| 1Y | +122.9% | +23.6% | +99.3% | +148.7% |
| All | +122.9% | +24.8% | +98.1% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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