+2.9%
ROK vs ECL
+20.7%
-17.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -11.0% | +0.4% | -11.5% | -10.8% |
| 30D | -8.2% | +8.6% | -16.8% | -11.3% |
| 3M | -8.5% | +7.9% | -16.4% | -11.4% |
| 6M | -12.0% | +21.0% | -33.0% | -20.9% |
| YTD | +3.1% | +17.5% | -14.5% | -5.4% |
| 1Y | +2.9% | +19.7% | -16.8% | -6.4% |
| All | +2.9% | +20.7% | -17.8% | -6.4% |
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