+16.9%
EFA vs ROK
+25.3%
-8.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.1% | +2.7% |
| 7D | +2.0% | 0.0% | +2.0% | +1.9% |
| 30D | +1.6% | -2.5% | +4.1% | +2.3% |
| 3M | -1.5% | 0.0% | -1.5% | -1.6% |
| 6M | +6.6% | +11.6% | -4.9% | +2.4% |
| YTD | +11.8% | +15.2% | -3.4% | +5.1% |
| 1Y | +16.9% | +25.0% | -8.1% | +6.8% |
| All | +16.9% | +25.3% | -8.4% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling