+119.1%
EOG vs RL
+297.6%
-178.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.5% | +2.2% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | +3.4% | -17.5% | +20.9% | +9.7% |
| 3M | +7.8% | -14.0% | +21.8% | +12.2% |
| 6M | +13.4% | -2.0% | +15.3% | +11.0% |
| YTD | +43.5% | -4.6% | +48.1% | +41.2% |
| 1Y | +29.7% | +9.5% | +20.2% | +20.8% |
| 3Y | +23.2% | +200.5% | -177.3% | -25.8% |
| 5Y | +176.4% | +226.3% | -49.8% | +51.8% |
| 10Y | +119.1% | +304.8% | -185.7% | +3.8% |
| All | +119.1% | +297.6% | -178.5% | +3.8% |
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