+133.5%
EOG vs RL
+347.1%
-213.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.9% |
| 7D | +4.6% | -4.4% | +8.9% | +5.9% |
| 30D | +2.9% | +5.6% | -2.7% | +0.7% |
| 3M | +8.0% | -0.6% | +8.6% | +7.4% |
| 6M | +17.0% | +15.5% | +1.5% | +9.3% |
| YTD | +51.1% | +12.3% | +38.8% | +40.4% |
| 1Y | +45.1% | +19.3% | +25.8% | +31.6% |
| 3Y | +39.4% | +255.5% | -216.1% | -20.8% |
| 5Y | +105.6% | +247.1% | -141.5% | +12.2% |
| 10Y | +133.5% | +346.0% | -212.6% | +4.0% |
| All | +133.5% | +347.1% | -213.6% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling