+45.9%
ROK vs EME
+540.8%
-495.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -1.6% | +0.9% | -2.6% | -2.0% |
| 30D | -5.4% | -8.4% | +2.9% | -2.3% |
| 3M | -4.0% | -3.6% | -0.3% | -3.5% |
| 6M | +13.3% | +3.6% | +9.8% | +10.5% |
| YTD | +9.3% | +22.5% | -13.2% | -1.1% |
| 1Y | +25.8% | +18.2% | +7.6% | +13.2% |
| 3Y | +49.1% | +238.4% | -189.3% | -27.1% |
| 5Y | +45.9% | +550.5% | -504.7% | -52.0% |
| All | +45.9% | +540.8% | -495.0% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling