+9,932.8%
EOG vs ROP
+25,523.2%
-15,590.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | +0.5% |
| 7D | +1.3% | -4.4% | +5.7% | +2.6% |
| 30D | +8.2% | +3.2% | +4.9% | +7.0% |
| 3M | +3.8% | +23.1% | -19.2% | -3.0% |
| 6M | +15.3% | +13.3% | +2.0% | +10.3% |
| YTD | +41.7% | -7.9% | +49.6% | +43.4% |
| 1Y | +23.6% | -22.1% | +45.6% | +31.3% |
| 3Y | +23.3% | -16.8% | +40.1% | +27.3% |
| 5Y | +170.4% | -13.5% | +183.9% | +172.9% |
| 10Y | +125.5% | +137.7% | -12.2% | +72.3% |
| All | +9,932.8% | +25,523.2% | -15,590.4% | +4,600.5% |
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