+2,429.7%
EOG vs RCAT
-100.0%
+2,529.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.5% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | +8.2% | -3.3% | +11.5% | +8.2% |
| 3M | +3.8% | -43.2% | +47.0% | +3.9% |
| 6M | +15.3% | -43.2% | +58.5% | +15.4% |
| YTD | +41.7% | +5.5% | +36.2% | +41.6% |
| 1Y | +23.6% | -1.6% | +25.2% | +23.5% |
| 3Y | +23.3% | +773.7% | -750.4% | +22.7% |
| 5Y | +170.4% | +187.6% | -17.2% | +169.3% |
| 10Y | +125.5% | -98.5% | +224.0% | +122.2% |
| All | +2,429.7% | -100.0% | +2,529.7% | +2,046.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling