+26.0%
EOG vs ROST
+93.5%
-67.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.0% | -2.5% | +3.5% | +1.2% |
| 30D | +2.8% | -10.3% | +13.1% | +3.4% |
| 3M | +5.9% | -2.6% | +8.5% | +5.9% |
| 6M | +17.1% | +6.5% | +10.5% | +15.9% |
| YTD | +43.9% | +25.9% | +18.0% | +39.1% |
| 1Y | +26.9% | +52.3% | -25.5% | +19.3% |
| All | +26.0% | +93.5% | -67.5% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling