+137.1%
EOG vs RL
+337.1%
-200.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | +7.6% | +2.6% | +5.0% | +6.7% |
| 30D | +3.4% | +2.9% | +0.4% | +2.0% |
| 3M | +12.7% | 0.0% | +12.7% | +11.9% |
| 6M | +19.0% | +17.1% | +1.9% | +10.6% |
| YTD | +55.6% | +10.1% | +45.4% | +45.5% |
| 1Y | +49.5% | +17.3% | +32.2% | +36.3% |
| 3Y | +43.2% | +249.3% | -206.2% | -18.3% |
| 5Y | +111.8% | +240.9% | -129.1% | +16.2% |
| All | +137.1% | +337.1% | -200.0% | +2.4% |
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