+164.8%
ROK vs ESTC
+23.7%
+141.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +0.2% | -3.3% | +3.5% | +0.7% |
| 30D | -1.8% | +13.4% | -15.2% | -4.8% |
| 3M | -7.2% | +41.3% | -48.5% | -14.0% |
| 6M | +14.2% | +62.6% | -48.4% | +1.9% |
| YTD | +10.6% | +14.8% | -4.2% | +5.0% |
| 1Y | +25.9% | -5.1% | +31.0% | +23.4% |
| 3Y | +50.8% | +11.2% | +39.6% | +35.5% |
| 5Y | +47.0% | -47.0% | +94.0% | +43.6% |
| All | +164.8% | +23.7% | +141.2% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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