+115.6%
EOG vs RACE
+64.4%
+51.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.7% |
| 7D | +7.6% | -1.2% | +8.8% | +7.7% |
| 30D | +3.4% | +6.1% | -2.8% | +2.9% |
| 3M | +12.7% | -0.3% | +13.0% | +12.7% |
| 6M | +19.0% | +23.4% | -4.4% | +16.5% |
| YTD | +55.6% | +12.5% | +43.0% | +53.4% |
| 1Y | +49.5% | -0.5% | +50.0% | +50.2% |
| 3Y | +43.2% | +23.6% | +19.5% | +35.4% |
| All | +115.6% | +64.4% | +51.2% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling