+150.2%
ROK vs ESTC
+25.9%
+124.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +7.1% | +2.4% | +4.7% | +6.6% |
| 30D | -5.0% | -4.2% | -0.7% | -4.3% |
| 3M | -9.4% | +2.5% | -11.8% | -10.5% |
| 6M | -11.0% | +81.5% | -92.5% | -21.9% |
| YTD | +4.4% | +16.8% | -12.4% | -1.3% |
| 1Y | +7.4% | -3.5% | +10.9% | +5.0% |
| 3Y | +61.0% | +17.7% | +43.2% | +43.2% |
| 5Y | +30.4% | -51.7% | +82.1% | +30.3% |
| All | +150.2% | +25.9% | +124.2% | +67.2% |
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