+103.9%
EOG vs RCAT
+63.2%
+40.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.4% | +8.5% | +2.2% |
| 7D | -2.4% | -5.6% | +3.2% | -2.3% |
| 30D | +2.9% | -27.0% | +30.0% | +3.6% |
| 3M | +7.2% | -57.9% | +65.1% | +9.4% |
| 6M | +18.2% | -59.4% | +77.6% | +20.1% |
| YTD | +48.9% | -46.9% | +95.8% | +48.8% |
| 1Y | +46.7% | -54.0% | +100.7% | +47.0% |
| 3Y | +37.4% | +378.4% | -341.0% | +22.2% |
| 5Y | +103.9% | +61.9% | +42.0% | +91.6% |
| All | +103.9% | +63.2% | +40.7% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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