+26.9%
EOG vs ROL
-38.5%
+65.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.0% | -3.2% | +4.2% | +1.0% |
| 30D | +2.8% | -6.6% | +9.5% | +2.9% |
| 3M | +5.9% | -27.3% | +33.2% | +6.1% |
| 6M | +17.1% | -38.1% | +55.1% | +17.6% |
| YTD | +43.9% | -41.8% | +85.7% | +45.0% |
| 1Y | +26.9% | -37.8% | +64.7% | +27.9% |
| All | +26.9% | -38.5% | +65.4% | +27.9% |
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