+7.4%
ROK vs ESI
+21.7%
-14.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +7.1% | +5.5% | +1.6% | +4.8% |
| 30D | -5.0% | -7.8% | +2.8% | -2.1% |
| 3M | -9.4% | -15.0% | +5.6% | -4.2% |
| 6M | -11.0% | -24.9% | +13.9% | -2.2% |
| YTD | +4.4% | +33.2% | -28.8% | -9.8% |
| 1Y | +7.4% | +24.9% | -17.5% | -4.8% |
| All | +7.4% | +21.7% | -14.3% | -4.8% |
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