+348.5%
ROK vs EME
+1,362.1%
-1,013.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.7% | -0.3% |
| 7D | -1.2% | +3.5% | -4.8% | -2.8% |
| 30D | -4.8% | -6.3% | +1.5% | -2.2% |
| 3M | -6.1% | -3.8% | -2.3% | -5.7% |
| 6M | +15.5% | +8.5% | +7.0% | +9.5% |
| YTD | +11.2% | +27.8% | -16.6% | -2.9% |
| 1Y | +23.8% | +22.2% | +1.6% | +8.3% |
| 3Y | +53.1% | +253.5% | -200.4% | -26.3% |
| 5Y | +48.3% | +578.6% | -530.3% | -50.0% |
| All | +348.5% | +1,362.1% | -1,013.6% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling