+248.8%
EW vs ROK
+273.4%
-24.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.5% | +1.0% |
| 7D | +6.5% | -8.5% | +15.0% | +8.9% |
| 30D | +22.5% | -6.4% | +28.9% | +24.3% |
| 3M | +13.0% | -8.8% | +21.8% | +15.4% |
| 6M | +37.1% | -10.5% | +47.6% | +40.1% |
| YTD | +24.1% | +5.4% | +18.7% | +19.1% |
| 1Y | +24.2% | +5.0% | +19.3% | +19.4% |
| 3Y | +64.8% | +64.3% | +0.5% | +28.1% |
| 5Y | -7.4% | +34.0% | -41.4% | -23.9% |
| 10Y | +248.8% | +268.2% | -19.4% | +90.2% |
| All | +248.8% | +273.4% | -24.7% | +90.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling