+15,354.0%
ROK vs ECL
+13,009.7%
+2,344.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.7% | -2.6% | +3.3% | +2.2% |
| 30D | -3.3% | -2.2% | -1.1% | -2.3% |
| 3M | -5.9% | +10.1% | -16.0% | -11.1% |
| 6M | +13.9% | -5.7% | +19.6% | +17.0% |
| YTD | +12.6% | +7.0% | +5.6% | +7.9% |
| 1Y | +28.6% | +2.7% | +25.9% | +25.6% |
| 3Y | +45.1% | +57.7% | -12.6% | +10.5% |
| 5Y | +45.6% | +31.1% | +14.4% | +20.6% |
| 10Y | +345.0% | +150.9% | +194.2% | +159.7% |
| All | +15,354.0% | +13,009.7% | +2,344.3% | +2,793.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling