+7,617.4%
EOG vs ROK
+15,675.2%
-8,057.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -2.0% | +2.8% | -4.8% | -3.0% |
| 30D | +7.9% | -2.4% | +10.3% | +8.7% |
| 3M | +4.5% | -4.7% | +9.2% | +5.2% |
| 6M | +12.3% | +16.8% | -4.4% | +3.4% |
| YTD | +41.9% | +11.4% | +30.5% | +32.4% |
| 1Y | +27.8% | +26.2% | +1.7% | +13.2% |
| 3Y | +21.8% | +51.9% | -30.1% | -3.6% |
| 5Y | +174.0% | +46.4% | +127.6% | +112.6% |
| 10Y | +110.4% | +343.5% | -233.2% | +6.6% |
| All | +7,617.4% | +15,675.2% | -8,057.8% | +1,881.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling