+157.4%
EOG vs RVMD
+634.9%
-477.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -2.0% | -1.2% | -0.8% | -1.9% |
| 30D | +7.9% | +1.1% | +6.8% | +7.7% |
| 3M | +4.5% | +39.6% | -35.1% | +0.4% |
| 6M | +12.3% | +110.7% | -98.4% | +1.7% |
| YTD | +41.9% | +160.3% | -118.4% | +23.9% |
| 1Y | +27.8% | +404.9% | -377.1% | +1.7% |
| 3Y | +21.8% | +545.5% | -523.7% | -10.1% |
| 5Y | +174.0% | +584.7% | -410.7% | +88.7% |
| All | +157.4% | +634.9% | -477.5% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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