+62.5%
ROK vs EAT
+483.7%
-421.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +1.7% |
| 7D | -8.5% | -8.9% | +0.5% | -6.8% |
| 30D | -6.4% | +3.4% | -9.8% | -7.1% |
| 3M | -8.8% | -9.3% | +0.5% | -7.7% |
| 6M | -10.5% | +43.8% | -54.3% | -17.4% |
| YTD | +5.4% | +39.9% | -34.5% | -2.7% |
| 1Y | +5.0% | +89.7% | -84.7% | -8.8% |
| All | +62.5% | +483.7% | -421.2% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling