+54.2%
RGTI vs EOG
+174.8%
-120.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +0.5% | +1.5% | -1.0% | +0.1% |
| 30D | -17.1% | +2.9% | -20.0% | -17.8% |
| 3M | -26.0% | +8.7% | -34.7% | -28.4% |
| 6M | -9.9% | +12.9% | -22.8% | -14.7% |
| YTD | -31.1% | +43.8% | -74.9% | -40.2% |
| 1Y | -8.5% | +27.1% | -35.6% | -17.3% |
| 3Y | +652.2% | +25.9% | +626.3% | +559.0% |
| 5Y | +56.8% | +177.9% | -121.2% | +33.7% |
| All | +54.2% | +174.8% | -120.5% | +31.5% |
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