+14,370.1%
ROK vs ECL
+14,389.6%
-19.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +1.9% |
| 7D | -8.5% | -2.3% | -6.2% | -7.1% |
| 30D | -6.4% | +8.3% | -14.7% | -10.3% |
| 3M | -8.8% | +8.4% | -17.3% | -12.9% |
| 6M | -10.5% | +23.3% | -33.8% | -20.5% |
| YTD | +5.4% | +18.2% | -12.8% | -4.3% |
| 1Y | +5.0% | +18.8% | -13.8% | -5.0% |
| 3Y | +64.3% | +78.5% | -14.2% | +17.2% |
| 5Y | +34.0% | +40.1% | -6.1% | +7.2% |
| 10Y | +268.2% | +196.5% | +71.7% | +96.5% |
| All | +14,370.1% | +14,389.6% | -19.6% | +2,465.7% |
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 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