+178.1%
EOG vs RNG
-70.1%
+248.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +1.0% | -9.6% | +10.6% | +1.6% |
| 30D | +2.8% | +8.8% | -6.0% | +2.3% |
| 3M | +5.9% | +78.6% | -72.7% | +1.8% |
| 6M | +17.1% | +70.3% | -53.2% | +12.5% |
| YTD | +43.9% | +140.3% | -96.4% | +34.2% |
| 1Y | +26.9% | +126.6% | -99.7% | +18.6% |
| 3Y | +23.6% | +120.2% | -96.7% | +13.6% |
| 5Y | +178.1% | -68.3% | +246.4% | +166.1% |
| All | +178.1% | -70.1% | +248.2% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling