+1,194.7%
ROK vs EFV
+256.4%
+938.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.4% |
| 7D | +2.8% | +1.0% | +1.8% | +1.8% |
| 30D | -2.4% | +0.2% | -2.6% | -2.6% |
| 3M | -4.7% | +9.6% | -14.3% | -13.0% |
| 6M | +16.8% | +14.0% | +2.7% | +2.6% |
| YTD | +11.4% | +18.5% | -7.1% | -5.8% |
| 1Y | +26.2% | +27.9% | -1.7% | -0.9% |
| 3Y | +51.9% | +92.4% | -40.6% | -20.5% |
| 5Y | +46.4% | +97.2% | -50.8% | -25.3% |
| 10Y | +343.5% | +163.0% | +180.5% | +72.9% |
| All | +1,194.7% | +256.4% | +938.3% | +283.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling