+28.6%
ROK vs ELF
-17.5%
+46.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.2% |
| 7D | +0.7% | +5.4% | -4.7% | +0.4% |
| 30D | -3.3% | +27.0% | -30.3% | -4.8% |
| 3M | -5.9% | +113.2% | -119.1% | -11.4% |
| 6M | +13.9% | +36.6% | -22.7% | +10.8% |
| YTD | +12.6% | +44.2% | -31.6% | +9.3% |
| 1Y | +28.6% | -18.0% | +46.6% | +25.9% |
| All | +28.6% | -17.5% | +46.1% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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