+7,608.4%
EOG vs RGEN
+1,576.0%
+6,032.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | +1.3% | -4.9% | +6.2% | +1.4% |
| 30D | +8.2% | +5.7% | +2.5% | +7.9% |
| 3M | +3.8% | +32.4% | -28.6% | +2.7% |
| 6M | +15.3% | +33.2% | -17.9% | +13.9% |
| YTD | +41.7% | +2.3% | +39.4% | +41.2% |
| 1Y | +23.6% | +39.0% | -15.4% | +21.7% |
| 3Y | +23.3% | -4.6% | +27.9% | +22.1% |
| 5Y | +170.4% | -42.7% | +213.1% | +169.8% |
| 10Y | +125.5% | +433.6% | -308.1% | +107.6% |
| All | +7,608.4% | +1,576.0% | +6,032.4% | +6,133.8% |
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