+91.9%
ROK vs EOSE
-58.6%
+150.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.5% |
| 7D | +0.2% | +15.0% | -14.8% | -0.7% |
| 30D | -1.8% | +2.5% | -4.3% | -2.2% |
| 3M | -7.2% | -33.7% | +26.5% | -5.7% |
| 6M | +14.2% | -32.7% | +46.9% | +14.9% |
| YTD | +10.6% | -63.8% | +74.4% | +14.0% |
| 1Y | +25.9% | -40.5% | +66.4% | +24.9% |
| 3Y | +50.8% | +50.4% | +0.4% | +33.8% |
| 5Y | +47.0% | -68.6% | +115.6% | +24.2% |
| All | +91.9% | -58.6% | +150.5% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling