+25.0%
ROK vs EFX
-7.5%
+32.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.6% |
| 7D | 0.0% | +9.2% | -9.2% | -0.2% |
| 30D | -2.5% | +34.8% | -37.3% | -3.8% |
| 3M | 0.0% | +8.8% | -8.8% | -0.3% |
| 6M | +11.6% | +12.3% | -0.7% | +10.9% |
| YTD | +15.2% | -10.6% | +25.8% | +21.2% |
| 1Y | +25.0% | -6.7% | +31.7% | +29.1% |
| All | +25.0% | -7.5% | +32.5% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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