+60.7%
ROK vs ED
+47.3%
+13.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +2.2% |
| 7D | -11.0% | +2.1% | -13.1% | -10.6% |
| 30D | -8.2% | +12.4% | -20.6% | -5.7% |
| 3M | -8.5% | +13.1% | -21.6% | -5.8% |
| 6M | -12.0% | +14.1% | -26.0% | -9.3% |
| YTD | +3.1% | +23.1% | -20.0% | +7.1% |
| 1Y | +2.9% | +25.4% | -22.6% | +7.1% |
| 3Y | +60.7% | +47.9% | +12.8% | +57.5% |
| All | +60.7% | +47.3% | +13.4% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling