+3,847.4%
ANET vs ROK
+357.9%
+3,489.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +4.7% |
| 7D | +3.0% | -1.2% | +4.2% | +3.7% |
| 30D | -5.2% | -4.8% | -0.4% | -2.6% |
| 3M | +27.6% | -6.1% | +33.7% | +32.2% |
| 6M | +44.4% | +15.5% | +28.9% | +33.1% |
| YTD | +52.3% | +11.2% | +41.2% | +42.6% |
| 1Y | +30.4% | +23.8% | +6.6% | +15.4% |
| 3Y | +313.3% | +53.1% | +260.1% | +215.2% |
| 5Y | +810.0% | +48.3% | +761.7% | +586.5% |
| All | +3,847.4% | +357.9% | +3,489.5% | +1,712.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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