+6,438.2%
EW vs ROK
+4,764.1%
+1,674.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | +1.0% | -3.3% | +4.4% | +1.8% |
| 3M | +2.8% | -5.9% | +8.7% | +3.9% |
| 6M | +5.5% | +13.9% | -8.4% | +1.3% |
| YTD | +5.5% | +12.6% | -7.1% | +1.4% |
| 1Y | +11.0% | +28.6% | -17.6% | +3.1% |
| 3Y | +17.7% | +45.1% | -27.4% | +2.9% |
| 5Y | -25.7% | +45.6% | -71.3% | -36.1% |
| 10Y | +132.8% | +345.0% | -212.2% | +50.3% |
| All | +6,438.2% | +4,764.1% | +1,674.1% | +2,437.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling