+29.5%
ROK vs ESI
+39.6%
-10.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.3% |
| 7D | -11.0% | -6.6% | -4.4% | -7.8% |
| 30D | -8.2% | -9.8% | +1.6% | -3.5% |
| 3M | -8.5% | -11.9% | +3.5% | -3.2% |
| 6M | -12.0% | -25.1% | +13.1% | -0.4% |
| YTD | +3.1% | +31.9% | -28.8% | -15.0% |
| 1Y | +2.9% | +19.2% | -16.3% | -10.6% |
| 3Y | +60.7% | +76.2% | -15.5% | +9.3% |
| 5Y | +29.5% | +39.4% | -9.9% | -4.6% |
| All | +29.5% | +39.6% | -10.1% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling