+118.9%
EOG vs RGEN
+415.7%
-296.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +1.5% | -1.4% | +2.9% | +1.6% |
| 30D | +2.9% | -0.3% | +3.3% | +2.9% |
| 3M | +8.7% | +23.9% | -15.2% | +6.9% |
| 6M | +12.9% | +38.5% | -25.6% | +9.8% |
| YTD | +43.8% | +0.8% | +43.0% | +43.2% |
| 1Y | +27.1% | +38.2% | -11.1% | +23.0% |
| 3Y | +25.9% | +1.3% | +24.6% | +22.6% |
| 5Y | +177.9% | -44.0% | +221.9% | +173.9% |
| All | +118.9% | +415.7% | -296.8% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling