+45.9%
ROK vs EFX
-37.1%
+83.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.6% | -11.1% | +9.5% | +2.6% |
| 30D | -5.4% | -7.4% | +1.9% | -3.1% |
| 3M | -4.0% | +1.5% | -5.4% | -6.2% |
| 6M | +13.3% | -13.7% | +27.0% | +17.7% |
| YTD | +9.3% | -21.9% | +31.2% | +17.5% |
| 1Y | +25.8% | -30.8% | +56.6% | +42.0% |
| 3Y | +49.1% | -12.4% | +61.5% | +45.1% |
| 5Y | +45.9% | -35.9% | +81.8% | +59.2% |
| All | +45.9% | -37.1% | +83.0% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling