+5,822.5%
ROK vs EL
+1,850.3%
+3,972.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -11.0% | +7.6% | -18.7% | -13.4% |
| 30D | -8.2% | +15.7% | -23.9% | -13.3% |
| 3M | -8.5% | +30.5% | -39.0% | -18.2% |
| 6M | -12.0% | +32.5% | -44.5% | -22.5% |
| YTD | +3.1% | +9.4% | -6.4% | -4.2% |
| 1Y | +2.9% | +28.4% | -25.5% | -10.4% |
| 3Y | +60.7% | +4.4% | +56.2% | +40.3% |
| 5Y | +29.5% | -64.5% | +94.0% | +69.2% |
| 10Y | +262.6% | +64.9% | +197.7% | +148.8% |
| All | +5,822.5% | +1,850.3% | +3,972.2% | +1,676.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling