+44.2%
EOG vs ROL
-34.1%
+78.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.8% | -8.0% | -5.1% |
| 7D | -8.6% | +14.6% | -23.2% | -8.5% |
| 30D | +2.8% | +29.3% | -26.5% | +2.5% |
| 3M | +3.2% | +2.0% | +1.2% | +3.3% |
| 6M | +5.3% | -28.5% | +33.9% | +7.3% |
| YTD | +44.5% | -35.3% | +79.8% | +47.5% |
| 1Y | +44.2% | -34.7% | +78.8% | +48.3% |
| All | +44.2% | -34.1% | +78.3% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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