+206.9%
EOG vs RDW
-0.7%
+207.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | +1.5% | +0.9% | +0.6% | +1.5% |
| 30D | +2.9% | -21.3% | +24.2% | +3.6% |
| 3M | +8.7% | -37.9% | +46.6% | +10.1% |
| 6M | +12.9% | +12.3% | +0.6% | +10.5% |
| YTD | +43.8% | +39.7% | +4.1% | +38.2% |
| 1Y | +27.1% | +25.7% | +1.4% | +22.0% |
| 3Y | +25.9% | +230.8% | -204.9% | +10.4% |
| 5Y | +177.9% | -8.8% | +186.7% | +146.1% |
| All | +206.9% | -0.7% | +207.7% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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