+118.9%
EOG vs RNG
+222.9%
-104.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.5% | -6.1% | +7.6% | +2.0% |
| 30D | +2.9% | +9.6% | -6.7% | +2.1% |
| 3M | +8.7% | +83.3% | -74.6% | +3.1% |
| 6M | +12.9% | +77.9% | -65.0% | +6.8% |
| YTD | +43.8% | +139.9% | -96.1% | +31.5% |
| 1Y | +27.1% | +121.7% | -94.6% | +16.8% |
| 3Y | +25.9% | +121.9% | -96.0% | +13.3% |
| 5Y | +177.9% | -68.4% | +246.3% | +184.9% |
| All | +118.9% | +222.9% | -104.0% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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