+23.8%
ROK vs EFV
+27.7%
-3.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.5% |
| 3M | -6.1% | +7.5% | -13.6% | -13.4% |
| 6M | +15.5% | +13.0% | +2.5% | +1.7% |
| YTD | +11.2% | +18.3% | -7.1% | -9.2% |
| 1Y | +23.8% | +26.7% | -2.9% | -8.0% |
| All | +23.8% | +27.7% | -3.8% | -8.0% |
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