+393.0%
EFA vs ROK
+4,276.2%
-3,883.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.1% |
| 7D | +1.2% | +2.8% | -1.6% | +0.1% |
| 30D | -0.7% | -2.4% | +1.7% | +0.2% |
| 3M | +6.4% | -4.7% | +11.1% | +7.9% |
| 6M | +11.4% | +16.8% | -5.4% | +3.8% |
| YTD | +14.0% | +11.4% | +2.6% | +7.7% |
| 1Y | +20.2% | +26.2% | -6.0% | +7.8% |
| 3Y | +68.2% | +51.9% | +16.3% | +34.0% |
| 5Y | +54.8% | +46.4% | +8.4% | +21.4% |
| 10Y | +142.4% | +343.5% | -201.1% | +10.3% |
| All | +393.0% | +4,276.2% | -3,883.1% | -20.4% |
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