+53.1%
ROK vs EME
+252.2%
-199.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.7% | +0.2% |
| 7D | -1.2% | +3.5% | -4.8% | -2.4% |
| 30D | -4.8% | -6.3% | +1.5% | -2.9% |
| 3M | -6.1% | -3.8% | -2.3% | -5.5% |
| 6M | +15.5% | +8.5% | +7.0% | +11.7% |
| YTD | +11.2% | +27.8% | -16.6% | +1.4% |
| 1Y | +23.8% | +22.2% | +1.6% | +12.7% |
| 3Y | +53.1% | +253.5% | -200.4% | -14.6% |
| All | +53.1% | +252.2% | -199.1% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling