+264.9%
ROK vs ELF
+316.3%
-51.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.2% |
| 7D | +6.1% | +3.4% | +2.7% | +5.5% |
| 30D | -6.5% | +5.0% | -11.5% | -7.2% |
| 3M | -10.2% | +22.6% | -32.8% | -13.2% |
| 6M | -10.6% | +104.0% | -114.6% | -21.0% |
| YTD | +4.9% | +49.3% | -44.4% | -3.5% |
| 1Y | +3.8% | +46.0% | -42.2% | -4.2% |
| 3Y | +63.5% | +19.4% | +44.1% | +41.1% |
| 5Y | +30.9% | +262.0% | -231.1% | -12.9% |
| All | +264.9% | +316.3% | -51.4% | +102.0% |
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