-10.4%
RKT vs EOG
+45.9%
-56.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -5.2% | +13.9% | +5.0% |
| 7D | +29.7% | -8.6% | +38.3% | +22.4% |
| 30D | +28.5% | +2.8% | +25.8% | +31.5% |
| 3M | +6.4% | +3.2% | +3.2% | +9.8% |
| 6M | +7.1% | +5.3% | +1.8% | +16.8% |
| YTD | -22.5% | +44.5% | -67.0% | -10.4% |
| 1Y | -10.4% | +44.2% | -54.6% | +3.7% |
| All | -10.4% | +45.9% | -56.3% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling