-9.7%
EXC vs ROK
+8.6%
-18.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.9% |
| 7D | +0.3% | +0.7% | -0.4% | +0.4% |
| 30D | -3.7% | -3.3% | -0.4% | -4.1% |
| 3M | -1.3% | -5.9% | +4.6% | -1.9% |
| 6M | -9.7% | +13.9% | -23.6% | -8.2% |
| All | -9.7% | +8.6% | -18.3% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling