+176.4%
EOG vs RL
+233.3%
-56.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.5% | +1.7% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | +3.4% | -17.5% | +20.9% | +6.5% |
| 3M | +7.8% | -14.0% | +21.8% | +10.0% |
| 6M | +13.4% | -2.0% | +15.3% | +11.9% |
| YTD | +43.5% | -4.6% | +48.1% | +42.2% |
| 1Y | +29.7% | +9.5% | +20.2% | +24.1% |
| 3Y | +23.2% | +200.5% | -177.3% | -10.3% |
| 5Y | +176.4% | +226.3% | -49.8% | +82.1% |
| All | +176.4% | +233.3% | -56.9% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling