+176.4%
EOG vs RVTY
-34.2%
+210.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +1.4% |
| 7D | -1.3% | -5.4% | +4.1% | -0.7% |
| 30D | +3.4% | +6.7% | -3.4% | +2.5% |
| 3M | +7.8% | +19.0% | -11.2% | +5.3% |
| 6M | +13.4% | +34.6% | -21.3% | +8.2% |
| YTD | +43.5% | +28.3% | +15.2% | +37.5% |
| 1Y | +29.7% | +46.0% | -16.4% | +21.1% |
| 3Y | +23.2% | +16.9% | +6.3% | +17.5% |
| 5Y | +176.4% | -32.9% | +209.3% | +166.0% |
| All | +176.4% | -34.2% | +210.6% | +166.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling