+4,160.8%
EOG vs RMBS
+1,363.4%
+2,797.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -2.0% | +3.0% | -5.0% | -2.3% |
| 30D | +7.9% | -14.4% | +22.3% | +9.4% |
| 3M | +4.5% | -42.8% | +47.3% | +9.4% |
| 6M | +12.3% | -1.4% | +13.7% | +9.7% |
| YTD | +41.9% | -5.4% | +47.3% | +38.3% |
| 1Y | +27.8% | +18.6% | +9.3% | +20.8% |
| 3Y | +21.8% | +57.3% | -35.5% | +8.5% |
| 5Y | +174.0% | +265.7% | -91.7% | +121.0% |
| 10Y | +110.4% | +546.0% | -435.7% | +59.4% |
| All | +4,160.8% | +1,363.4% | +2,797.4% | +2,198.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling