+23.6%
EW vs ROK
+4.1%
+19.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +4.9% | +6.1% | -1.1% | +4.3% |
| 30D | +24.1% | -6.5% | +30.6% | +24.5% |
| 3M | +13.7% | -10.2% | +23.9% | +14.8% |
| 6M | +32.7% | -10.6% | +43.3% | +33.2% |
| YTD | +24.1% | +4.9% | +19.2% | +19.3% |
| 1Y | +23.6% | +3.8% | +19.8% | +19.2% |
| All | +23.6% | +4.1% | +19.6% | +19.2% |
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 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