+27.1%
EOG vs RSG
-1.5%
+28.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.3% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +2.9% | +4.0% | -1.0% | +1.6% |
| 3M | +8.7% | +7.4% | +1.4% | +6.2% |
| 6M | +12.9% | +0.1% | +12.8% | +12.3% |
| YTD | +43.8% | +6.0% | +37.8% | +42.5% |
| 1Y | +27.1% | -3.0% | +30.0% | +21.7% |
| All | +27.1% | -1.5% | +28.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling