+160.8%
EXC vs ROK
+343.9%
-183.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +0.3% | +0.2% | +0.2% | +0.3% |
| 30D | -0.9% | -1.8% | +0.9% | -0.5% |
| 3M | -2.7% | -7.2% | +4.5% | -1.6% |
| 6M | -9.4% | +14.2% | -23.5% | -12.8% |
| YTD | +3.0% | +10.6% | -7.5% | -0.7% |
| 1Y | +5.1% | +25.9% | -20.8% | -2.0% |
| 3Y | +20.6% | +50.8% | -30.2% | +3.9% |
| 5Y | +45.7% | +47.0% | -1.3% | +23.3% |
| 10Y | +160.8% | +354.9% | -194.1% | +62.2% |
| All | +160.8% | +343.9% | -183.1% | +62.2% |
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