+7,617.4%
EOG vs RJF
+49,360.8%
-41,743.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -2.0% | +1.8% | -3.8% | -2.6% |
| 30D | +7.9% | 0.0% | +7.9% | +7.7% |
| 3M | +4.5% | +18.0% | -13.5% | -1.3% |
| 6M | +12.3% | +17.0% | -4.7% | +6.0% |
| YTD | +41.9% | +11.1% | +30.8% | +35.6% |
| 1Y | +27.8% | +8.0% | +19.9% | +23.1% |
| 3Y | +21.8% | +73.3% | -51.5% | -0.3% |
| 5Y | +174.0% | +107.4% | +66.6% | +109.7% |
| 10Y | +110.4% | +428.5% | -318.1% | +22.9% |
| All | +7,617.4% | +49,360.8% | -41,743.4% | +2,582.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling