+25.6%
EOG vs RIG
-31.2%
+56.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -1.3% | -8.2% | +6.9% | +1.2% |
| 30D | +3.4% | -0.2% | +3.5% | +3.3% |
| 3M | +7.8% | -2.7% | +10.6% | +8.3% |
| 6M | +13.4% | -7.5% | +20.8% | +14.7% |
| YTD | +43.5% | +38.3% | +5.2% | +28.2% |
| 1Y | +29.7% | +81.8% | -52.2% | +5.5% |
| All | +25.6% | -31.2% | +56.8% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 3y: compounded portfolio wealth divided by compounded RIG 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…
3y analysis · Full analysis span regression · 6 months rolling