+26.0%
EOG vs RJF
+69.1%
-43.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +1.0% | -4.2% | +5.2% | +2.1% |
| 30D | +2.8% | -3.6% | +6.4% | +3.6% |
| 3M | +5.9% | +15.6% | -9.7% | +1.3% |
| 6M | +17.1% | +17.6% | -0.5% | +11.0% |
| YTD | +43.9% | +9.2% | +34.7% | +39.2% |
| 1Y | +26.9% | +5.5% | +21.4% | +23.9% |
| All | +26.0% | +69.1% | -43.1% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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