+52.4%
EFA vs ROK
+44.8%
+7.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -2.4% | -1.6% | -0.7% | -1.9% |
| 30D | -2.2% | -5.4% | +3.2% | -0.7% |
| 3M | +5.7% | -4.0% | +9.6% | +6.5% |
| 6M | +8.2% | +13.3% | -5.2% | +3.8% |
| YTD | +11.8% | +9.3% | +2.4% | +8.0% |
| 1Y | +18.3% | +25.8% | -7.5% | +9.7% |
| 3Y | +64.9% | +49.1% | +15.8% | +41.3% |
| 5Y | +52.4% | +45.9% | +6.5% | +25.7% |
| All | +52.4% | +44.8% | +7.6% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling