-11.4%
RKT vs EOG
+169.9%
-181.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -6.3% | +1.5% | -7.8% | -6.3% |
| 30D | -6.2% | +2.9% | -9.1% | -6.3% |
| 3M | -1.9% | +8.7% | -10.6% | -2.4% |
| 6M | -13.0% | +12.9% | -25.9% | -14.3% |
| YTD | -31.9% | +43.8% | -75.7% | -35.5% |
| 1Y | -37.6% | +27.1% | -64.6% | -39.7% |
| 3Y | +36.8% | +25.9% | +10.9% | +30.2% |
| All | -11.4% | +169.9% | -181.3% | -22.8% |
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 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