+127.0%
EOG vs RBA
+225.5%
-98.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -2.4% | +3.2% | -5.6% | -3.2% |
| 30D | +2.9% | +12.0% | -9.1% | -0.2% |
| 3M | +7.2% | +2.9% | +4.4% | +6.1% |
| 6M | +18.2% | -6.3% | +24.4% | +18.9% |
| YTD | +48.9% | -5.9% | +54.8% | +48.3% |
| 1Y | +46.7% | -3.9% | +50.6% | +45.2% |
| 3Y | +37.4% | +64.9% | -27.5% | +14.8% |
| 5Y | +103.9% | +48.5% | +55.4% | +70.5% |
| 10Y | +127.0% | +211.8% | -84.8% | +28.4% |
| All | +127.0% | +225.5% | -98.5% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling