+178.1%
EOG vs ROST
+107.5%
+70.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.0% | -2.5% | +3.5% | +1.4% |
| 30D | +2.8% | -10.3% | +13.1% | +4.3% |
| 3M | +5.9% | -2.6% | +8.5% | +6.0% |
| 6M | +17.1% | +6.5% | +10.5% | +15.3% |
| YTD | +43.9% | +25.9% | +18.0% | +37.6% |
| 1Y | +26.9% | +52.3% | -25.5% | +17.3% |
| 3Y | +23.6% | +94.6% | -71.0% | +7.9% |
| 5Y | +178.1% | +111.1% | +67.0% | +156.7% |
| All | +178.1% | +107.5% | +70.6% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling