+238.8%
RCL vs EOG
+169.6%
+69.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.5% | -2.0% | +1.6% | +0.1% |
| 30D | -17.3% | +7.9% | -25.2% | -19.1% |
| 3M | -2.8% | +4.5% | -7.2% | -4.6% |
| 6M | -4.4% | +12.3% | -16.7% | -9.5% |
| YTD | -4.2% | +41.9% | -46.0% | -17.1% |
| 1Y | -23.4% | +27.8% | -51.2% | -31.3% |
| 3Y | +179.4% | +21.8% | +157.6% | +150.1% |
| 5Y | +238.8% | +174.0% | +64.8% | +108.9% |
| All | +238.8% | +169.6% | +69.2% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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