+8,550.6%
ROK vs EME
+61,154.1%
-52,603.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.2% |
| 7D | +0.2% | +2.7% | -2.6% | -0.9% |
| 30D | -1.8% | -6.8% | +5.0% | +0.7% |
| 3M | -7.2% | -8.8% | +1.6% | -4.9% |
| 6M | +14.2% | +5.0% | +9.2% | +10.6% |
| YTD | +10.6% | +23.5% | -12.9% | +0.2% |
| 1Y | +25.9% | +21.3% | +4.6% | +13.3% |
| 3Y | +50.8% | +241.1% | -190.3% | -12.3% |
| 5Y | +47.0% | +549.2% | -502.1% | -33.8% |
| 10Y | +354.9% | +1,306.4% | -951.5% | +48.2% |
| All | +8,550.6% | +61,154.1% | -52,603.5% | +1,512.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling