-29.0%
EW vs ROK
+46.1%
-75.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.5% | -3.3% |
| 7D | -4.4% | +2.8% | -7.2% | -5.0% |
| 30D | -3.3% | -2.4% | -0.9% | -2.9% |
| 3M | +1.0% | -4.7% | +5.7% | +1.7% |
| 6M | +6.2% | +16.8% | -10.5% | +1.5% |
| YTD | +1.7% | +11.4% | -9.6% | -1.8% |
| 1Y | +8.1% | +26.2% | -18.1% | +1.2% |
| 3Y | +17.1% | +51.9% | -34.8% | +1.1% |
| All | -29.0% | +46.1% | -75.0% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling