+53.5%
ROK vs ESTC
+16.0%
+37.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.8% |
| 7D | +0.7% | -8.1% | +8.8% | +1.6% |
| 30D | -3.3% | +31.7% | -35.0% | -7.0% |
| 3M | -5.9% | +41.1% | -46.9% | -10.5% |
| 6M | +13.9% | +77.1% | -63.2% | +4.1% |
| YTD | +12.6% | +21.7% | -9.1% | +8.7% |
| 1Y | +28.6% | +8.4% | +20.2% | +25.9% |
| All | +53.5% | +16.0% | +37.5% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling