+14,048.4%
ROK vs ED
+2,476.3%
+11,572.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.3% | +1.7% |
| 7D | -11.0% | +2.1% | -13.1% | -11.8% |
| 30D | -8.2% | +12.4% | -20.6% | -12.3% |
| 3M | -8.5% | +13.1% | -21.6% | -12.9% |
| 6M | -12.0% | +14.1% | -26.0% | -16.8% |
| YTD | +3.1% | +23.1% | -20.0% | -5.9% |
| 1Y | +2.9% | +25.4% | -22.6% | -7.0% |
| 3Y | +60.7% | +47.9% | +12.8% | +33.0% |
| 5Y | +29.5% | +81.9% | -52.4% | -2.6% |
| 10Y | +262.6% | +141.3% | +121.4% | +128.6% |
| All | +14,048.4% | +2,476.3% | +11,572.1% | +3,277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling