+103.9%
EOG vs ROL
+16.5%
+87.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | -2.4% | +3.4% | -5.8% | -2.7% |
| 30D | +2.9% | +20.8% | -17.8% | +0.9% |
| 3M | +7.2% | +3.7% | +3.5% | +6.8% |
| 6M | +18.2% | -27.7% | +45.8% | +22.6% |
| YTD | +48.9% | -34.9% | +83.8% | +56.3% |
| 1Y | +46.7% | -33.3% | +80.0% | +53.4% |
| 3Y | +37.4% | +4.3% | +33.1% | +32.1% |
| 5Y | +103.9% | +15.0% | +88.9% | +93.9% |
| All | +103.9% | +16.5% | +87.4% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling