+47.5%
ROK vs EAT
+309.3%
-261.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | 0.0% |
| 7D | +0.2% | -6.8% | +7.0% | +1.6% |
| 30D | -1.8% | -5.4% | +3.6% | -0.9% |
| 3M | -7.2% | +42.8% | -49.9% | -14.4% |
| 6M | +14.2% | +56.5% | -42.4% | +2.6% |
| YTD | +10.6% | +50.0% | -39.4% | 0.0% |
| 1Y | +25.9% | +38.3% | -12.4% | +15.2% |
| 3Y | +50.8% | +591.6% | -540.9% | -6.2% |
| All | +47.5% | +309.3% | -261.8% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling