+137.1%
EOG vs ROL
+221.5%
-84.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.8% | +1.3% |
| 7D | +7.6% | +3.0% | +4.6% | +7.0% |
| 30D | +3.4% | +19.8% | -16.4% | -0.3% |
| 3M | +12.7% | +7.9% | +4.8% | +10.7% |
| 6M | +19.0% | -25.6% | +44.7% | +25.7% |
| YTD | +55.6% | -34.1% | +89.7% | +68.0% |
| 1Y | +49.5% | -31.4% | +80.9% | +60.0% |
| 3Y | +43.2% | +4.7% | +38.5% | +36.7% |
| 5Y | +111.8% | +15.6% | +96.2% | +93.4% |
| All | +137.1% | +221.5% | -84.5% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling