+4.3%
ROK vs ESI
+24.3%
-20.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.7% | +0.7% |
| 7D | -8.5% | +1.8% | -10.3% | -8.9% |
| 30D | -6.4% | -6.6% | +0.2% | -4.1% |
| 3M | -8.8% | -9.4% | +0.5% | -5.9% |
| 6M | -10.5% | -24.1% | +13.6% | -2.0% |
| YTD | +5.4% | +37.1% | -31.7% | -10.9% |
| All | +4.3% | +24.3% | -20.0% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling