+167.1%
RTX vs EOG
+169.6%
-2.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -3.1% | -2.0% | -1.1% | -2.7% |
| 30D | -10.6% | +7.9% | -18.4% | -12.1% |
| 3M | +11.6% | +4.5% | +7.2% | +10.1% |
| 6M | -4.5% | +12.3% | -16.8% | -7.9% |
| YTD | +9.6% | +41.9% | -32.3% | -0.5% |
| 1Y | +30.8% | +27.8% | +3.0% | +21.8% |
| 3Y | +152.8% | +21.8% | +131.0% | +134.9% |
| 5Y | +167.1% | +174.0% | -6.9% | +87.0% |
| All | +167.1% | +169.6% | -2.5% | +87.0% |
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