+46.4%
ROK vs ESI
+77.4%
-31.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.3% |
| 7D | +2.8% | +5.4% | -2.6% | +0.2% |
| 30D | -2.4% | -4.2% | +1.8% | -0.6% |
| 3M | -4.7% | -9.6% | +4.9% | -1.2% |
| 6M | +16.8% | +18.3% | -1.6% | +3.9% |
| YTD | +11.4% | +45.8% | -34.5% | -12.1% |
| 1Y | +26.2% | +39.2% | -13.0% | +1.4% |
| 3Y | +51.9% | +86.3% | -34.4% | +1.3% |
| 5Y | +46.4% | +76.2% | -29.8% | -4.3% |
| All | +46.4% | +77.4% | -31.1% | -4.3% |
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