+14,237.2%
ROK vs EAT
+10,017.9%
+4,219.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +7.1% | -4.0% | +11.1% | +8.0% |
| 30D | -5.0% | -2.9% | -2.1% | -4.6% |
| 3M | -9.4% | -16.9% | +7.5% | -6.1% |
| 6M | -11.0% | +57.0% | -68.0% | -20.6% |
| YTD | +4.4% | +38.2% | -33.7% | -4.9% |
| 1Y | +7.4% | +69.3% | -61.9% | -6.9% |
| 3Y | +61.0% | +483.0% | -422.0% | +1.0% |
| 5Y | +30.4% | +364.1% | -333.8% | -17.7% |
| 10Y | +264.8% | +320.8% | -56.0% | +96.5% |
| All | +14,237.2% | +10,017.9% | +4,219.3% | +3,271.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling