+594.1%
EWT vs ROK
+5,836.4%
-5,242.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.3% |
| 7D | +4.0% | +0.7% | +3.3% | +3.7% |
| 30D | +10.3% | -3.3% | +13.6% | +11.7% |
| 3M | +6.1% | -5.9% | +11.9% | +8.5% |
| 6M | +56.6% | +13.9% | +42.8% | +48.4% |
| YTD | +76.6% | +12.6% | +64.0% | +67.4% |
| 1Y | +97.9% | +28.6% | +69.3% | +77.7% |
| 3Y | +198.0% | +45.1% | +152.9% | +146.1% |
| 5Y | +151.8% | +45.6% | +106.2% | +101.3% |
| 10Y | +514.1% | +345.0% | +169.1% | +186.8% |
| All | +594.1% | +5,836.4% | -5,242.3% | +5.2% |
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 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