+25.8%
ROK vs EL
+11.6%
+14.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | -1.6% | -4.4% | +2.7% | -0.8% |
| 30D | -5.4% | +10.3% | -15.7% | -7.3% |
| 3M | -4.0% | +13.4% | -17.3% | -6.5% |
| 6M | +13.3% | +3.1% | +10.3% | +11.7% |
| YTD | +9.3% | -6.9% | +16.3% | +10.3% |
| 1Y | +25.8% | +11.9% | +13.9% | +23.4% |
| All | +25.8% | +11.6% | +14.2% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling