+2,340.5%
EXC vs ROK
+15,847.2%
-13,506.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | -3.7% | -3.3% | -0.4% | -3.1% |
| 3M | -1.3% | -5.9% | +4.6% | -0.4% |
| 6M | -9.7% | +13.9% | -23.6% | -13.1% |
| YTD | +2.9% | +12.6% | -9.7% | -1.1% |
| 1Y | +4.4% | +28.6% | -24.2% | -2.9% |
| 3Y | +22.2% | +45.1% | -22.9% | +7.3% |
| 5Y | +46.7% | +45.6% | +1.1% | +26.1% |
| 10Y | +155.3% | +345.0% | -189.7% | +64.3% |
| All | +2,340.5% | +15,847.2% | -13,506.7% | +603.5% |
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