+81.3%
RKT vs EOG
+43.2%
+38.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.4% |
| 7D | -9.0% | +7.6% | -16.6% | -7.3% |
| 30D | +30.2% | +3.4% | +26.8% | +31.5% |
| 3M | -8.8% | +12.7% | -21.6% | -6.2% |
| 6M | -0.9% | +19.0% | -19.9% | +3.4% |
| YTD | -29.2% | +55.6% | -84.7% | -27.7% |
| 1Y | -20.1% | +49.5% | -69.6% | -17.9% |
| 3Y | +81.3% | +43.2% | +38.2% | +73.5% |
| All | +81.3% | +43.2% | +38.1% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling