+348.5%
ROK vs EFV
+169.9%
+178.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.5% |
| 7D | -1.2% | -0.8% | -0.4% | -0.4% |
| 30D | -4.8% | +0.6% | -5.4% | -5.4% |
| 3M | -6.1% | +7.5% | -13.6% | -13.1% |
| 6M | +15.5% | +13.0% | +2.5% | +1.6% |
| YTD | +11.2% | +18.3% | -7.1% | -6.9% |
| 1Y | +23.8% | +26.7% | -2.9% | -3.4% |
| 3Y | +53.1% | +89.6% | -36.5% | -22.3% |
| 5Y | +48.3% | +98.2% | -49.9% | -28.5% |
| All | +348.5% | +169.9% | +178.6% | +59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling