+333.9%
ROK vs ELF
+303.8%
+30.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | -1.2% | -11.6% | +10.4% | +0.6% |
| 30D | -4.8% | +4.6% | -9.4% | -5.6% |
| 3M | -6.1% | +59.7% | -65.8% | -13.4% |
| 6M | +15.5% | +21.2% | -5.7% | +10.5% |
| YTD | +11.2% | +27.4% | -16.3% | +5.0% |
| 1Y | +23.8% | -29.8% | +53.7% | +26.3% |
| 3Y | +53.1% | -28.5% | +81.6% | +44.2% |
| 5Y | +48.3% | +220.0% | -171.8% | +0.4% |
| All | +333.9% | +303.8% | +30.1% | +145.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling