+770.1%
ROK vs EMB
+128.3%
+641.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | -8.5% | -0.4% | -8.1% | -8.0% |
| 30D | -6.4% | +1.5% | -7.9% | -7.8% |
| 3M | -8.8% | -1.6% | -7.3% | -7.4% |
| 6M | -10.5% | -1.5% | -9.0% | -9.0% |
| YTD | +5.4% | -0.1% | +5.5% | +5.8% |
| 1Y | +5.0% | +0.5% | +4.5% | +4.8% |
| 3Y | +64.3% | +30.2% | +34.1% | +27.3% |
| 5Y | +34.0% | +8.6% | +25.4% | +24.1% |
| 10Y | +268.2% | +36.9% | +231.3% | +186.9% |
| All | +770.1% | +128.3% | +641.8% | +414.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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