+7.4%
EQT vs ROK
+27.3%
-20.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.6% |
| 7D | -2.0% | -1.2% | -0.7% | -2.0% |
| 30D | 0.0% | -4.8% | +4.8% | 0.0% |
| 3M | +5.9% | -6.1% | +12.0% | +6.0% |
| 6M | -14.8% | +15.5% | -30.3% | -16.1% |
| YTD | +1.8% | +11.2% | -9.4% | -0.9% |
| 1Y | +7.4% | +23.8% | -16.5% | -2.9% |
| All | +7.4% | +27.3% | -20.0% | -2.9% |
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 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