+5,397.9%
ANET vs ROK
+325.9%
+5,072.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -1.3% | -1.6% | +0.3% | -0.4% |
| 30D | -4.5% | -5.4% | +1.0% | -1.5% |
| 3M | +24.5% | -4.0% | +28.5% | +27.5% |
| 6M | +35.4% | +13.3% | +22.0% | +25.8% |
| YTD | +44.2% | +9.3% | +34.9% | +35.9% |
| 1Y | +25.4% | +25.8% | -0.4% | +9.7% |
| 3Y | +284.8% | +49.1% | +235.7% | +196.1% |
| 5Y | +761.7% | +45.9% | +715.8% | +553.6% |
| 10Y | +3,691.2% | +349.9% | +3,341.3% | +1,348.5% |
| All | +5,397.9% | +325.9% | +5,072.0% | +2,015.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling