+178.1%
EOG vs ROK
+44.8%
+133.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +1.0% | -1.6% | +2.6% | +1.3% |
| 30D | +2.8% | -5.4% | +8.3% | +3.8% |
| 3M | +5.9% | -4.0% | +9.9% | +6.0% |
| 6M | +17.1% | +13.3% | +3.7% | +12.3% |
| YTD | +43.9% | +9.3% | +34.6% | +38.8% |
| 1Y | +26.9% | +25.8% | +1.1% | +17.8% |
| 3Y | +23.6% | +49.1% | -25.6% | +6.9% |
| 5Y | +178.1% | +45.9% | +132.3% | +125.5% |
| All | +178.1% | +44.8% | +133.4% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling