+7,608.4%
EOG vs RVTY
+2,416.7%
+5,191.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.3% | +1.1% | +0.2% | +1.0% |
| 30D | +8.2% | +13.2% | -5.1% | +5.0% |
| 3M | +3.8% | +27.2% | -23.4% | -2.5% |
| 6M | +15.3% | +32.4% | -17.1% | +6.3% |
| YTD | +41.7% | +34.9% | +6.8% | +29.4% |
| 1Y | +23.6% | +52.4% | -28.8% | +9.1% |
| 3Y | +23.3% | +12.3% | +11.0% | +14.3% |
| 5Y | +170.4% | -30.8% | +201.2% | +176.1% |
| 10Y | +125.5% | +150.7% | -25.2% | +64.2% |
| All | +7,608.4% | +2,416.7% | +5,191.7% | +3,267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling