+118.9%
EOG vs ROST
+317.9%
-199.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.9% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | +2.9% | -6.9% | +9.8% | +5.3% |
| 3M | +8.7% | -3.3% | +12.0% | +9.5% |
| 6M | +12.9% | +9.0% | +3.9% | +8.0% |
| YTD | +43.8% | +28.9% | +15.0% | +28.9% |
| 1Y | +27.1% | +54.0% | -26.9% | +6.2% |
| 3Y | +25.9% | +100.7% | -74.8% | -7.7% |
| 5Y | +177.9% | +116.0% | +61.9% | +89.6% |
| All | +118.9% | +317.9% | -199.0% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling