+23.8%
ROK vs EFX
-30.9%
+54.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -1.2% | -4.5% | +3.3% | -1.0% |
| 30D | -4.8% | -6.1% | +1.3% | -4.5% |
| 3M | -6.1% | +6.2% | -12.3% | -7.4% |
| 6M | +15.5% | -11.2% | +26.7% | +17.6% |
| YTD | +11.2% | -21.4% | +32.6% | +16.2% |
| 1Y | +23.8% | -34.3% | +58.2% | +30.8% |
| All | +23.8% | -30.9% | +54.7% | +30.8% |
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