+2,385.0%
ELV vs ROK
+5,052.1%
-2,667.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -0.3% | +2.8% | -3.1% | -1.1% |
| 30D | +2.0% | -2.4% | +4.4% | +2.6% |
| 3M | -3.5% | -4.7% | +1.2% | -2.6% |
| 6M | +40.2% | +16.8% | +23.4% | +32.1% |
| YTD | +15.8% | +11.4% | +4.5% | +10.4% |
| 1Y | +33.2% | +26.2% | +7.0% | +21.7% |
| 3Y | -6.2% | +51.9% | -58.1% | -22.5% |
| 5Y | +16.4% | +46.4% | -29.9% | -5.7% |
| 10Y | +259.8% | +343.5% | -83.8% | +94.8% |
| All | +2,385.0% | +5,052.1% | -2,667.1% | +535.9% |
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