+119.0%
EOG vs ROP
+135.7%
-16.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +1.0% | -8.0% | +9.0% | +5.1% |
| 30D | +2.8% | -2.7% | +5.6% | +3.9% |
| 3M | +5.9% | +16.6% | -10.7% | -2.9% |
| 6M | +17.1% | +10.4% | +6.7% | +9.9% |
| YTD | +43.9% | -12.1% | +56.0% | +50.8% |
| 1Y | +26.9% | -23.6% | +50.5% | +43.1% |
| 3Y | +23.6% | -19.3% | +42.9% | +31.4% |
| 5Y | +178.1% | -15.4% | +193.5% | +178.6% |
| All | +119.0% | +135.7% | -16.7% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling