+118.9%
EOG vs RMBS
+566.4%
-447.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | +1.5% | +1.8% | -0.3% | +1.2% |
| 30D | +2.9% | -13.9% | +16.8% | +5.3% |
| 3M | +8.7% | -39.8% | +48.5% | +16.9% |
| 6M | +12.9% | -6.0% | +18.9% | +7.5% |
| YTD | +43.8% | -5.4% | +49.2% | +34.5% |
| 1Y | +27.1% | -1.8% | +28.9% | +15.4% |
| 3Y | +25.9% | +53.7% | -27.8% | -7.4% |
| 5Y | +177.9% | +268.5% | -90.6% | +35.3% |
| All | +118.9% | +566.4% | -447.6% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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