+176.4%
EOG vs ROP
-16.4%
+192.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.4% |
| 7D | -1.3% | -6.1% | +4.8% | -0.1% |
| 30D | +3.4% | -3.4% | +6.7% | +3.9% |
| 3M | +7.8% | +16.7% | -8.8% | +4.2% |
| 6M | +13.4% | +8.1% | +5.3% | +11.1% |
| YTD | +43.5% | -11.7% | +55.2% | +46.9% |
| 1Y | +29.7% | -24.2% | +53.9% | +38.0% |
| 3Y | +23.2% | -19.0% | +42.1% | +28.0% |
| 5Y | +176.4% | -15.9% | +192.3% | +181.8% |
| All | +176.4% | -16.4% | +192.8% | +181.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling