The spot price of oil is $106, the one-month futures price is $102 and the 12-month futures price is $98. If the spot price and the oil futures curve do not shift at all during the entire one-year period, while the oil producer employs the stack-and-roll hedge (e.g., at the end of the one year, the spot price is unchanged at $106), what will be the net performance of rolling the hedge forward without regard to the underlying future sale of spot oil (ignoring transaction costs)?