+10,292.5%
RTX vs EOG
+7,913.4%
+2,379.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | +1.4% | +4.6% | -3.1% | +0.4% |
| 30D | +7.8% | +2.9% | +5.0% | +7.1% |
| 3M | -9.8% | +8.0% | -17.7% | -11.6% |
| 6M | +13.5% | +17.0% | -3.4% | +8.6% |
| YTD | +10.9% | +51.1% | -40.1% | -0.6% |
| 1Y | +14.0% | +45.1% | -31.1% | +3.0% |
| 3Y | +159.9% | +39.4% | +120.5% | +134.2% |
| 5Y | +151.7% | +105.6% | +46.1% | +102.0% |
| 10Y | +269.0% | +133.5% | +135.5% | +164.7% |
| All | +10,292.5% | +7,913.4% | +2,379.1% | +3,865.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling