+118.9%
EOG vs ROK
+357.9%
-239.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.8% |
| 7D | +1.5% | -1.2% | +2.7% | +2.0% |
| 30D | +2.9% | -4.8% | +7.8% | +5.0% |
| 3M | +8.7% | -6.1% | +14.8% | +10.4% |
| 6M | +12.9% | +15.5% | -2.6% | +2.9% |
| YTD | +43.8% | +11.2% | +32.7% | +32.4% |
| 1Y | +27.1% | +23.8% | +3.2% | +10.6% |
| 3Y | +25.9% | +53.1% | -27.2% | -6.6% |
| 5Y | +177.9% | +48.3% | +129.7% | +99.3% |
| All | +118.9% | +357.9% | -239.1% | -18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling