+3.6%
EXE vs ROK
+29.3%
-25.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.1% |
| 7D | -0.3% | +0.7% | -0.9% | -0.2% |
| 30D | +8.5% | -3.3% | +11.8% | +8.4% |
| 3M | +5.5% | -5.9% | +11.3% | +5.5% |
| 6M | -5.9% | +13.9% | -19.8% | -6.2% |
| YTD | -9.7% | +12.6% | -22.3% | -10.9% |
| 1Y | +3.6% | +28.6% | -25.0% | -0.9% |
| All | +3.6% | +29.3% | -25.8% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling