+215.7%
RSP vs EOG
+131.8%
+83.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -0.3% | +4.6% | -4.9% | -1.4% |
| 30D | +4.4% | +2.9% | +1.6% | +3.5% |
| 3M | +1.3% | +8.0% | -6.7% | -1.0% |
| 6M | +10.0% | +17.0% | -7.0% | +4.9% |
| YTD | +17.6% | +51.1% | -33.5% | +4.5% |
| 1Y | +19.2% | +45.1% | -25.9% | +6.9% |
| 3Y | +66.0% | +39.4% | +26.6% | +48.5% |
| 5Y | +50.4% | +105.6% | -55.2% | +17.5% |
| 10Y | +215.7% | +133.5% | +82.2% | +111.2% |
| All | +215.7% | +131.8% | +83.9% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling