+26.9%
EOG vs ROP
-24.5%
+51.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +1.0% | -8.0% | +9.0% | +1.2% |
| 30D | +2.8% | -2.7% | +5.6% | +2.8% |
| 3M | +5.9% | +16.6% | -10.7% | +5.4% |
| 6M | +17.1% | +10.4% | +6.7% | +16.3% |
| YTD | +43.9% | -12.1% | +56.0% | +39.9% |
| 1Y | +26.9% | -23.6% | +50.5% | +22.1% |
| All | +26.9% | -24.5% | +51.4% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling