+339.4%
ROK vs ELF
+357.0%
-17.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.0% |
| 7D | +0.7% | +5.4% | -4.7% | -0.2% |
| 30D | -3.3% | +27.0% | -30.3% | -7.1% |
| 3M | -5.9% | +113.2% | -119.1% | -17.1% |
| 6M | +13.9% | +36.6% | -22.7% | +6.9% |
| YTD | +12.6% | +44.2% | -31.6% | +4.3% |
| 1Y | +28.6% | -18.0% | +46.6% | +28.0% |
| 3Y | +45.1% | -19.9% | +65.0% | +34.4% |
| 5Y | +45.6% | +257.7% | -212.1% | -3.1% |
| All | +339.4% | +357.0% | -17.6% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling