+8,362.0%
EOG vs RVTY
+2,885.1%
+5,476.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| 3M | +12.7% | +31.5% | -18.7% | +5.0% |
| 6M | +19.0% | +62.7% | -43.7% | +4.8% |
| YTD | +55.6% | +60.0% | -4.4% | +35.8% |
| 1Y | +49.5% | +65.7% | -16.2% | +29.3% |
| 3Y | +43.2% | +85.2% | -42.1% | +17.6% |
| 5Y | +111.8% | -14.9% | +126.7% | +105.0% |
| 10Y | +140.4% | +211.9% | -71.5% | +65.4% |
| All | +8,362.0% | +2,885.1% | +5,476.9% | +3,433.2% |
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