+25.9%
ROK vs ECL
+0.5%
+25.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.2% |
| 7D | +0.2% | -2.7% | +2.9% | +1.4% |
| 30D | -1.8% | -4.3% | +2.5% | 0.0% |
| 3M | -7.2% | +3.2% | -10.4% | -9.3% |
| 6M | +14.2% | -2.9% | +17.1% | +14.0% |
| YTD | +10.6% | +4.3% | +6.3% | +8.3% |
| 1Y | +25.9% | +1.6% | +24.3% | +22.9% |
| All | +25.9% | +0.5% | +25.4% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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