+7,998.0%
EOG vs ROL
+9,732.8%
-1,734.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -2.4% | +3.4% | -5.8% | -3.4% |
| 30D | +2.9% | +20.8% | -17.8% | -3.0% |
| 3M | +7.2% | +3.7% | +3.5% | +5.4% |
| 6M | +18.2% | -27.7% | +45.8% | +28.7% |
| YTD | +48.9% | -34.9% | +83.8% | +66.6% |
| 1Y | +46.7% | -33.3% | +80.0% | +62.8% |
| 3Y | +37.4% | +4.3% | +33.1% | +30.4% |
| 5Y | +103.9% | +15.0% | +88.9% | +83.8% |
| 10Y | +127.0% | +214.7% | -87.7% | +40.4% |
| All | +7,998.0% | +9,732.8% | -1,734.8% | +2,252.6% |
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 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