+174.0%
EOG vs ROL
-2.9%
+176.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | +0.4% |
| 7D | -2.0% | -3.4% | +1.4% | -1.7% |
| 30D | +7.9% | -6.9% | +14.8% | +8.6% |
| 3M | +4.5% | -24.6% | +29.1% | +7.4% |
| 6M | +12.3% | -39.5% | +51.8% | +18.2% |
| YTD | +41.9% | -41.1% | +83.0% | +49.6% |
| 1Y | +27.8% | -37.9% | +65.8% | +33.8% |
| 3Y | +21.8% | +0.8% | +21.0% | +17.8% |
| 5Y | +174.0% | -4.7% | +178.7% | +159.6% |
| All | +174.0% | -2.9% | +176.9% | +159.6% |
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 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