+174.0%
EOG vs RCAT
+192.8%
-18.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | 0.0% |
| 7D | -2.0% | +5.4% | -7.4% | -2.2% |
| 30D | +7.9% | -5.6% | +13.5% | +8.0% |
| 3M | +4.5% | -30.2% | +34.7% | +5.3% |
| 6M | +12.3% | -43.4% | +55.7% | +13.3% |
| YTD | +41.9% | +9.6% | +32.2% | +39.4% |
| 1Y | +27.8% | -2.0% | +29.8% | +25.2% |
| 3Y | +21.8% | +825.0% | -803.2% | +5.9% |
| 5Y | +174.0% | +199.8% | -25.8% | +144.5% |
| All | +174.0% | +192.8% | -18.8% | +144.5% |
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