+8,362.0%
EOG vs RGEN
+1,577.9%
+6,784.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.7% |
| 7D | +7.6% | -3.3% | +10.9% | +7.7% |
| 30D | +3.4% | -5.8% | +9.2% | +3.5% |
| 3M | +12.7% | +0.2% | +12.5% | +12.6% |
| 6M | +19.0% | +56.8% | -37.8% | +17.0% |
| YTD | +55.6% | +2.4% | +53.2% | +54.8% |
| 1Y | +49.5% | +11.4% | +38.1% | +48.4% |
| 3Y | +43.2% | +15.2% | +28.0% | +41.0% |
| 5Y | +111.8% | -35.1% | +146.9% | +110.5% |
| 10Y | +140.4% | +419.6% | -279.3% | +121.4% |
| All | +8,362.0% | +1,577.9% | +6,784.1% | +6,736.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling