+209.8%
RSP vs EOG
+115.2%
+94.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | -2.5% | +3.4% | -5.9% | -3.4% |
| 3M | +3.0% | +7.8% | -4.8% | +0.6% |
| 6M | +8.9% | +13.4% | -4.5% | +4.6% |
| YTD | +13.0% | +43.5% | -30.5% | +1.9% |
| 1Y | +16.2% | +29.7% | -13.4% | +7.4% |
| 3Y | +52.7% | +23.2% | +29.5% | +41.0% |
| 5Y | +50.5% | +176.4% | -125.9% | +8.2% |
| 10Y | +209.8% | +119.1% | +90.7% | +107.9% |
| All | +209.8% | +115.2% | +94.7% | +107.9% |
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