+7,608.4%
EOG vs ROL
+9,030.3%
-1,421.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +1.3% | -1.4% | +2.7% | +1.7% |
| 30D | +8.2% | -4.1% | +12.3% | +9.4% |
| 3M | +3.8% | -22.5% | +26.3% | +11.6% |
| 6M | +15.3% | -37.7% | +53.0% | +31.9% |
| YTD | +41.7% | -39.6% | +81.3% | +63.1% |
| 1Y | +23.6% | -36.0% | +59.6% | +39.2% |
| 3Y | +23.3% | -5.1% | +28.4% | +20.7% |
| 5Y | +170.4% | -3.4% | +173.8% | +157.5% |
| 10Y | +125.5% | +215.2% | -89.7% | +39.8% |
| All | +7,608.4% | +9,030.3% | -1,421.9% | +2,202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling