+25.0%
ROK vs EME
-3.1%
+28.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +9.1% | +2.6% |
| 7D | 0.0% | -5.8% | +5.8% | +1.7% |
| 30D | -2.5% | -17.9% | +15.4% | +3.7% |
| 3M | 0.0% | -22.0% | +22.0% | +8.0% |
| 6M | +11.6% | -29.7% | +41.3% | +26.7% |
| YTD | +15.2% | +4.7% | +10.5% | +11.3% |
| 1Y | +25.0% | -2.1% | +27.1% | +24.2% |
| All | +25.0% | -3.1% | +28.1% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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