+4,549.4%
RCL vs EOG
+4,835.2%
-285.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -5.1% | +1.3% | -6.4% | -5.6% |
| 30D | -19.0% | +8.2% | -27.2% | -21.6% |
| 3M | -9.6% | +3.8% | -13.4% | -11.9% |
| 6M | -6.7% | +15.3% | -22.0% | -13.8% |
| YTD | -3.9% | +41.7% | -45.6% | -18.4% |
| 1Y | -25.1% | +23.6% | -48.6% | -33.2% |
| 3Y | +179.1% | +23.3% | +155.8% | +144.5% |
| 5Y | +243.3% | +170.4% | +72.9% | +115.4% |
| 10Y | +325.8% | +125.5% | +200.2% | +171.0% |
| All | +4,549.4% | +4,835.2% | -285.8% | +1,604.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling