+19.0%
EOG vs RGEN
+47.6%
-28.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.8% |
| 7D | +7.6% | -3.3% | +10.9% | +7.2% |
| 30D | +3.4% | -5.8% | +9.2% | +2.7% |
| 3M | +12.7% | +0.2% | +12.5% | +13.4% |
| 6M | +19.0% | +56.8% | -37.8% | +25.6% |
| All | +19.0% | +47.6% | -28.6% | +25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling