+133.0%
EOG vs ROL
+213.5%
-80.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | +7.4% | -1.7% | +9.1% | +7.7% |
| 30D | +2.3% | +18.5% | -16.2% | -1.2% |
| 3M | +9.5% | +4.3% | +5.1% | +8.2% |
| 6M | +17.7% | -27.7% | +45.4% | +25.0% |
| YTD | +52.9% | -35.8% | +88.7% | +65.9% |
| 1Y | +47.7% | -34.1% | +81.8% | +59.3% |
| 3Y | +41.1% | +2.9% | +38.2% | +35.1% |
| 5Y | +108.2% | +12.7% | +95.5% | +91.0% |
| All | +133.0% | +213.5% | -80.5% | +72.6% |
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