+80.3%
EXE vs ROK
+30.4%
+49.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | +5.3% | +7.1% | -1.7% | +4.0% |
| 30D | -2.2% | -5.0% | +2.8% | -1.5% |
| 3M | -5.9% | -9.4% | +3.5% | -4.4% |
| 6M | -5.7% | -11.0% | +5.3% | -4.3% |
| YTD | -17.8% | +4.4% | -22.3% | -20.1% |
| 1Y | -23.1% | +7.4% | -30.5% | -25.8% |
| 3Y | +21.2% | +61.0% | -39.8% | +3.0% |
| All | +80.3% | +30.4% | +49.9% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling