+5.0%
ROK vs ED
+24.8%
-19.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.2% |
| 7D | -8.5% | -0.9% | -7.6% | -8.9% |
| 30D | -6.4% | +11.2% | -17.6% | -0.6% |
| 3M | -8.8% | +11.8% | -20.6% | -2.8% |
| 6M | -10.5% | +14.1% | -24.6% | -3.0% |
| YTD | +5.4% | +23.0% | -17.6% | +19.5% |
| 1Y | +5.0% | +23.7% | -18.7% | +19.9% |
| All | +5.0% | +24.8% | -19.9% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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