+47.5%
ROK vs EOSE
-70.0%
+117.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | -1.2% | +1.8% | -3.1% | -1.4% |
| 30D | -4.8% | -6.8% | +2.0% | -4.6% |
| 3M | -6.1% | -36.3% | +30.2% | -4.2% |
| 6M | +15.5% | -38.8% | +54.2% | +17.0% |
| YTD | +11.2% | -65.5% | +76.7% | +15.3% |
| 1Y | +23.8% | -45.3% | +69.1% | +23.3% |
| 3Y | +53.1% | +44.2% | +9.0% | +33.8% |
| All | +47.5% | -70.0% | +117.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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