+8,590.7%
FIX vs EOG
+4,940.1%
+3,650.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.9% | +8.5% | +9.1% |
| 7D | -7.2% | -6.0% | -1.3% | -5.3% |
| 30D | -35.1% | +0.9% | -36.0% | -35.3% |
| 3M | -34.3% | +10.9% | -45.2% | -36.5% |
| 6M | -42.9% | +15.8% | -58.7% | -46.1% |
| YTD | +19.5% | +45.8% | -26.4% | +4.0% |
| 1Y | +16.8% | +45.3% | -28.5% | +1.6% |
| 3Y | +506.7% | +36.2% | +470.5% | +431.9% |
| 5Y | +1,046.7% | +94.0% | +952.7% | +762.7% |
| 10Y | +3,800.0% | +120.5% | +3,679.5% | +2,424.5% |
| All | +8,590.7% | +4,940.1% | +3,650.6% | +2,256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling