+354.9%
ROK vs ESI
+308.3%
+46.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +0.2% | +3.9% | -3.8% | -1.6% |
| 30D | -1.8% | -3.8% | +2.0% | -0.2% |
| 3M | -7.2% | -13.1% | +5.9% | -2.1% |
| 6M | +14.2% | +11.3% | +2.8% | +5.7% |
| YTD | +10.6% | +44.1% | -33.5% | -10.3% |
| 1Y | +25.9% | +40.3% | -14.4% | +2.9% |
| 3Y | +50.8% | +84.1% | -33.3% | +6.0% |
| 5Y | +47.0% | +75.8% | -28.8% | +3.3% |
| 10Y | +354.9% | +320.7% | +34.2% | +108.2% |
| All | +354.9% | +308.3% | +46.6% | +108.2% |
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