+263.4%
ROK vs ESI
+318.1%
-54.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +7.1% | +5.5% | +1.6% | +4.3% |
| 30D | -5.0% | -7.8% | +2.8% | -1.2% |
| 3M | -9.4% | -15.0% | +5.6% | -2.6% |
| 6M | -11.0% | -24.9% | +13.9% | +0.2% |
| YTD | +4.4% | +33.2% | -28.8% | -12.8% |
| 1Y | +7.4% | +24.9% | -17.5% | -7.6% |
| 3Y | +61.0% | +77.8% | -16.8% | +13.7% |
| 5Y | +30.4% | +37.1% | -6.8% | +1.9% |
| All | +263.4% | +318.1% | -54.7% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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