+15,354.0%
ROK vs ES
+1,243.3%
+14,110.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | -3.3% | -2.0% | -1.4% | -2.7% |
| 3M | -5.9% | +1.7% | -7.5% | -6.8% |
| 6M | +13.9% | -3.5% | +17.4% | +14.6% |
| YTD | +12.6% | +7.9% | +4.7% | +8.4% |
| 1Y | +28.6% | +17.2% | +11.4% | +19.0% |
| 3Y | +45.1% | +29.3% | +15.8% | +26.8% |
| 5Y | +45.6% | -5.7% | +51.3% | +42.5% |
| 10Y | +345.0% | +85.2% | +259.8% | +224.6% |
| All | +15,354.0% | +1,243.3% | +14,110.7% | +6,196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling