+25.8%
ROK vs ELF
-31.2%
+57.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.8% |
| 7D | -1.6% | -10.8% | +9.2% | -0.9% |
| 30D | -5.4% | +0.8% | -6.3% | -5.5% |
| 3M | -4.0% | +64.8% | -68.7% | -7.8% |
| 6M | +13.3% | +19.0% | -5.6% | +11.4% |
| YTD | +9.3% | +25.9% | -16.6% | +7.2% |
| 1Y | +25.8% | -28.8% | +54.6% | +24.3% |
| All | +25.8% | -31.2% | +57.0% | +24.3% |
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