+28.6%
ROK vs EAT
+37.5%
-8.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -3.3% | +1.9% | -5.2% | -3.8% |
| 3M | -5.9% | +68.7% | -74.5% | -14.2% |
| 6M | +13.9% | +66.9% | -53.0% | +3.9% |
| YTD | +12.6% | +60.4% | -47.8% | +3.5% |
| 1Y | +28.6% | +44.0% | -15.4% | +20.3% |
| All | +28.6% | +37.5% | -8.9% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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