+268.2%
ROK vs ES
+92.3%
+175.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.9% |
| 7D | -8.5% | +0.1% | -8.6% | -8.6% |
| 30D | -6.4% | +6.7% | -13.1% | -8.5% |
| 3M | -8.8% | +0.3% | -9.2% | -9.3% |
| 6M | -10.5% | +7.4% | -17.9% | -13.3% |
| YTD | +5.4% | +8.4% | -3.0% | +1.4% |
| 1Y | +5.0% | +0.6% | +4.3% | +3.1% |
| 3Y | +64.3% | +50.6% | +13.7% | +36.5% |
| 5Y | +34.0% | +4.8% | +29.1% | +26.8% |
| 10Y | +268.2% | +93.1% | +175.1% | +242.8% |
| All | +268.2% | +92.3% | +175.8% | +242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling