+137.1%
EOG vs RVTY
+211.6%
-74.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.1% |
| 7D | +7.6% | -0.5% | +8.1% | +7.7% |
| 30D | +3.4% | +1.5% | +1.8% | +2.8% |
| 3M | +12.7% | +31.5% | -18.7% | +5.0% |
| 6M | +19.0% | +62.7% | -43.7% | +4.6% |
| YTD | +55.6% | +60.0% | -4.4% | +35.4% |
| 1Y | +49.5% | +65.7% | -16.2% | +28.7% |
| 3Y | +43.2% | +85.2% | -42.1% | +14.9% |
| 5Y | +111.8% | -14.9% | +126.7% | +110.5% |
| All | +137.1% | +211.6% | -74.5% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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