+42.1%
EOG vs ROK
+8.2%
+33.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.7% | -3.5% |
| 7D | -10.7% | -15.6% | +4.9% | -12.8% |
| 30D | +1.1% | -15.5% | +16.6% | -1.2% |
| 3M | +8.7% | -15.1% | +23.7% | +6.4% |
| 6M | +4.4% | -12.0% | +16.4% | +3.1% |
| YTD | +42.4% | -1.1% | +43.5% | +42.9% |
| 1Y | +42.1% | +6.5% | +35.6% | +42.9% |
| All | +42.1% | +8.2% | +33.9% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling