+21.8%
EOG vs ROP
-18.5%
+40.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.5% |
| 7D | -2.0% | -5.4% | +3.4% | -1.3% |
| 30D | +7.9% | -1.6% | +9.5% | +8.0% |
| 3M | +4.5% | +18.8% | -14.4% | +1.7% |
| 6M | +12.3% | +8.2% | +4.1% | +10.7% |
| YTD | +41.9% | -10.5% | +52.4% | +44.5% |
| 1Y | +27.8% | -23.7% | +51.6% | +35.0% |
| 3Y | +21.8% | -17.9% | +39.7% | +28.7% |
| All | +21.8% | -18.5% | +40.3% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling