+341.2%
ROK vs EL
+25.3%
+315.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.3% |
| 7D | -1.6% | -4.4% | +2.7% | -0.1% |
| 30D | -5.4% | +10.3% | -15.7% | -9.3% |
| 3M | -4.0% | +13.4% | -17.3% | -9.1% |
| 6M | +13.3% | +3.1% | +10.3% | +9.8% |
| YTD | +9.3% | -6.9% | +16.3% | +8.7% |
| 1Y | +25.8% | +11.9% | +13.9% | +15.6% |
| 3Y | +49.1% | -33.8% | +82.9% | +56.4% |
| 5Y | +45.9% | -69.0% | +114.8% | +115.6% |
| All | +341.2% | +25.3% | +315.9% | +277.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling