+10,440.0%
EOG vs ROP
+29,825.4%
-19,385.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | -2.4% | +0.2% | -2.5% | -2.5% |
| 30D | +2.9% | +30.3% | -27.4% | -5.3% |
| 3M | +7.2% | +17.8% | -10.5% | +1.6% |
| 6M | +18.2% | +38.9% | -20.7% | +5.9% |
| YTD | +48.9% | +7.6% | +41.3% | +43.2% |
| 1Y | +46.7% | +6.5% | +40.2% | +41.5% |
| 3Y | +37.4% | -6.3% | +43.7% | +36.5% |
| 5Y | +103.9% | +0.9% | +103.0% | +95.7% |
| 10Y | +127.0% | +180.7% | -53.7% | +64.4% |
| All | +10,440.0% | +29,825.4% | -19,385.5% | +4,593.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling