+46.7%
EOG vs RBA
-3.8%
+50.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | -2.4% | +3.2% | -5.6% | -2.3% |
| 30D | +2.9% | +12.0% | -9.1% | +3.1% |
| 3M | +7.2% | +2.9% | +4.4% | +7.1% |
| 6M | +18.2% | -6.3% | +24.4% | +18.7% |
| YTD | +48.9% | -5.9% | +54.8% | +46.3% |
| 1Y | +46.7% | -3.9% | +50.6% | +43.2% |
| All | +46.7% | -3.8% | +50.5% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling