+46.4%
ROK vs ECL
+29.5%
+16.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +2.8% | -0.8% | +3.5% | +3.2% |
| 30D | -2.4% | -2.5% | +0.1% | -1.2% |
| 3M | -4.7% | +8.3% | -13.0% | -9.2% |
| 6M | +16.8% | -1.1% | +17.8% | +16.8% |
| YTD | +11.4% | +6.5% | +4.9% | +6.9% |
| 1Y | +26.2% | +2.1% | +24.1% | +23.5% |
| 3Y | +51.9% | +57.6% | -5.8% | +14.5% |
| 5Y | +46.4% | +28.1% | +18.3% | +17.7% |
| All | +46.4% | +29.5% | +16.9% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling