+25.9%
ROK vs ES
+17.2%
+8.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.8% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -1.8% | -1.0% | -0.8% | -1.9% |
| 3M | -7.2% | +1.5% | -8.7% | -7.3% |
| 6M | +14.2% | -3.5% | +17.6% | +13.8% |
| YTD | +10.6% | +7.0% | +3.6% | +10.6% |
| 1Y | +25.9% | +15.3% | +10.6% | +21.8% |
| All | +25.9% | +17.2% | +8.7% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling