+92.5%
EOG vs RL
+226.8%
-134.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.7% |
| 7D | -11.1% | -4.2% | -7.0% | -10.7% |
| 30D | +2.7% | +4.3% | -1.6% | +1.9% |
| 3M | +8.8% | -4.6% | +13.3% | +9.3% |
| 6M | +10.8% | +1.7% | +9.1% | +9.5% |
| YTD | +44.6% | +7.3% | +37.2% | +40.4% |
| 1Y | +44.6% | +20.8% | +23.8% | +36.4% |
| 3Y | +29.5% | +247.0% | -217.5% | -8.2% |
| All | +92.5% | +226.8% | -134.3% | +32.9% |
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