+4,320.4%
EOG vs RSG
+2,005.0%
+2,315.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | +7.9% | +3.3% | +4.6% | +6.7% |
| 3M | +4.5% | +8.5% | -4.0% | +1.5% |
| 6M | +12.3% | -3.5% | +15.8% | +13.4% |
| YTD | +41.9% | +5.5% | +36.4% | +39.0% |
| 1Y | +27.8% | -1.7% | +29.6% | +28.0% |
| 3Y | +21.8% | +56.9% | -35.1% | +3.2% |
| 5Y | +174.0% | +89.4% | +84.6% | +116.0% |
| 10Y | +110.4% | +412.5% | -302.2% | +21.6% |
| All | +4,320.4% | +2,005.0% | +2,315.4% | +1,625.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling