+118.9%
EOG vs RRX
+228.4%
-109.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.3% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | +2.9% | -6.1% | +9.1% | +5.0% |
| 3M | +8.7% | -23.1% | +31.8% | +16.6% |
| 6M | +12.9% | -19.5% | +32.4% | +16.0% |
| YTD | +43.8% | +16.1% | +27.8% | +25.2% |
| 1Y | +27.1% | +12.9% | +14.1% | +10.7% |
| 3Y | +25.9% | +7.9% | +18.0% | +3.1% |
| 5Y | +177.9% | +19.1% | +158.8% | +100.2% |
| All | +118.9% | +228.4% | -109.5% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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