+50.6%
ROK vs EFX
-12.7%
+63.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.6% | -11.1% | +9.5% | +1.5% |
| 30D | -5.4% | -7.4% | +1.9% | -3.7% |
| 3M | -4.0% | +1.5% | -5.4% | -5.7% |
| 6M | +13.3% | -13.7% | +27.0% | +17.2% |
| YTD | +9.3% | -21.9% | +31.2% | +16.5% |
| 1Y | +25.8% | -30.8% | +56.6% | +40.0% |
| All | +50.6% | -12.7% | +63.3% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling