+28.6%
ROK vs EFV
+30.7%
-2.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +0.7% | +1.5% | -0.8% | -0.9% |
| 30D | -3.3% | +1.7% | -5.1% | -5.1% |
| 3M | -5.9% | +8.6% | -14.5% | -14.2% |
| 6M | +13.9% | +11.7% | +2.2% | +1.4% |
| YTD | +12.6% | +19.3% | -6.7% | -9.3% |
| 1Y | +28.6% | +30.2% | -1.6% | -8.6% |
| All | +28.6% | +30.7% | -2.1% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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