+37.4%
EOG vs ROL
+5.4%
+32.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | -2.4% | +3.4% | -5.8% | -2.3% |
| 30D | +2.9% | +20.8% | -17.8% | +2.9% |
| 3M | +7.2% | +3.7% | +3.5% | +7.3% |
| 6M | +18.2% | -27.7% | +45.8% | +19.0% |
| YTD | +48.9% | -34.9% | +83.8% | +50.3% |
| 1Y | +46.7% | -33.3% | +80.0% | +48.1% |
| 3Y | +37.4% | +4.3% | +33.1% | +41.7% |
| All | +37.4% | +5.4% | +32.0% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling