+7,608.4%
EOG vs ROST
+70,186.3%
-62,577.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +1.3% | +0.9% | +0.3% | +1.1% |
| 30D | +8.2% | -8.9% | +17.1% | +9.7% |
| 3M | +3.8% | -0.8% | +4.6% | +3.7% |
| 6M | +15.3% | +8.5% | +6.8% | +13.2% |
| YTD | +41.7% | +28.6% | +13.1% | +35.2% |
| 1Y | +23.6% | +52.3% | -28.8% | +14.5% |
| 3Y | +23.3% | +94.8% | -71.6% | +8.8% |
| 5Y | +170.4% | +110.8% | +59.7% | +131.7% |
| 10Y | +125.5% | +304.5% | -179.0% | +76.4% |
| All | +7,608.4% | +70,186.3% | -62,577.9% | +4,418.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling