+8,118.8%
EOG vs ROK
+14,831.9%
-6,713.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +0.6% |
| 7D | +4.6% | -8.5% | +13.1% | +7.5% |
| 30D | +2.9% | -6.4% | +9.3% | +4.7% |
| 3M | +8.0% | -8.8% | +16.8% | +10.8% |
| 6M | +17.0% | -10.5% | +27.5% | +19.5% |
| YTD | +51.1% | +5.4% | +45.7% | +42.8% |
| 1Y | +45.1% | +5.0% | +40.1% | +37.1% |
| 3Y | +39.4% | +64.3% | -24.9% | +6.4% |
| 5Y | +105.6% | +34.0% | +71.6% | +64.1% |
| 10Y | +133.5% | +268.2% | -134.7% | +25.9% |
| All | +8,118.8% | +14,831.9% | -6,713.1% | +2,036.8% |
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