+271.2%
EW vs ROK
+264.0%
+7.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +4.9% | +7.1% | -2.2% | +2.7% |
| 30D | +23.9% | -5.0% | +28.9% | +25.1% |
| 3M | +15.8% | -9.4% | +25.1% | +18.5% |
| 6M | +31.7% | -11.0% | +42.6% | +34.7% |
| YTD | +25.7% | +4.4% | +21.2% | +21.0% |
| 1Y | +24.4% | +7.4% | +17.0% | +18.6% |
| 3Y | +65.9% | +61.0% | +4.9% | +30.0% |
| 5Y | -7.6% | +30.4% | -38.0% | -23.3% |
| All | +271.2% | +264.0% | +7.3% | +102.2% |
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