+15,354.0%
ROK vs EAT
+11,644.8%
+3,709.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| 3M | -5.9% | +68.7% | -74.5% | -16.8% |
| 6M | +13.9% | +66.9% | -53.0% | +0.1% |
| YTD | +12.6% | +60.4% | -47.8% | -0.4% |
| 1Y | +28.6% | +44.0% | -15.4% | +15.6% |
| 3Y | +45.1% | +604.7% | -559.6% | -12.6% |
| 5Y | +45.6% | +347.0% | -301.5% | -7.3% |
| 10Y | +345.0% | +390.8% | -45.7% | +132.5% |
| All | +15,354.0% | +11,644.8% | +3,709.2% | +3,431.9% |
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