+140.2%
EOG vs RNG
+309.1%
-168.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.5% |
| 7D | -2.0% | -0.8% | -1.2% | -2.0% |
| 30D | +7.9% | +11.4% | -3.5% | +6.7% |
| 3M | +4.5% | +72.1% | -67.6% | -1.3% |
| 6M | +12.3% | +67.9% | -55.6% | +5.8% |
| YTD | +41.9% | +144.3% | -102.5% | +27.6% |
| 1Y | +27.8% | +117.5% | -89.7% | +16.1% |
| 3Y | +21.8% | +123.9% | -102.1% | +7.7% |
| 5Y | +174.0% | -70.1% | +244.1% | +186.4% |
| 10Y | +110.4% | +215.9% | -105.5% | +36.0% |
| All | +140.2% | +309.1% | -168.9% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling