+176.4%
EOG vs RBA
+39.8%
+136.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -1.3% | -1.9% | +0.6% | -1.1% |
| 30D | +3.4% | -13.0% | +16.3% | +5.2% |
| 3M | +7.8% | -23.1% | +31.0% | +11.2% |
| 6M | +13.4% | -22.6% | +35.9% | +16.7% |
| YTD | +43.5% | -20.4% | +63.9% | +46.5% |
| 1Y | +29.7% | -29.6% | +59.3% | +35.0% |
| 3Y | +23.2% | +26.6% | -3.4% | +17.7% |
| 5Y | +176.4% | +38.2% | +138.2% | +160.7% |
| All | +176.4% | +39.8% | +136.6% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling