+15,354.0%
ROK vs EFX
+6,408.3%
+8,945.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.7% | +3.7% |
| 7D | +0.7% | -8.6% | +9.3% | +4.0% |
| 30D | -3.3% | +0.1% | -3.4% | -3.8% |
| 3M | -5.9% | +3.8% | -9.7% | -8.7% |
| 6M | +13.9% | -13.5% | +27.4% | +17.7% |
| YTD | +12.6% | -17.7% | +30.2% | +17.6% |
| 1Y | +28.6% | -25.6% | +54.2% | +39.1% |
| 3Y | +45.1% | -12.1% | +57.2% | +43.7% |
| 5Y | +45.6% | -33.8% | +79.4% | +58.0% |
| 10Y | +345.0% | +45.1% | +299.9% | +241.9% |
| All | +15,354.0% | +6,408.3% | +8,945.8% | +4,799.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling