+60.7%
ROK vs ECL
+79.5%
-18.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -11.0% | +0.4% | -11.5% | -11.0% |
| 30D | -8.2% | +8.6% | -16.8% | -11.4% |
| 3M | -8.5% | +7.9% | -16.4% | -11.5% |
| 6M | -12.0% | +21.0% | -33.0% | -19.8% |
| YTD | +3.1% | +17.5% | -14.5% | -4.7% |
| 1Y | +2.9% | +19.7% | -16.8% | -5.7% |
| 3Y | +60.7% | +77.4% | -16.8% | +21.4% |
| All | +60.7% | +79.5% | -18.8% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling