+7,705.0%
EOG vs RRX
+3,824.6%
+3,880.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +1.9% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | +3.4% | -8.0% | +11.3% | +6.0% |
| 3M | +7.8% | -25.1% | +32.9% | +16.1% |
| 6M | +13.4% | -18.3% | +31.6% | +16.0% |
| YTD | +43.5% | +14.2% | +29.3% | +29.4% |
| 1Y | +29.7% | +13.0% | +16.6% | +16.3% |
| 3Y | +23.2% | +4.2% | +19.0% | +7.1% |
| 5Y | +176.4% | +17.9% | +158.5% | +122.0% |
| 10Y | +119.1% | +220.4% | -101.3% | +24.7% |
| All | +7,705.0% | +3,824.6% | +3,880.4% | +2,890.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling