+59.1%
ROK vs ESTC
+20.1%
+39.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +3.0% |
| 7D | -11.5% | -1.2% | -10.4% | -11.3% |
| 30D | -10.0% | -8.1% | -1.9% | -9.1% |
| 3M | -11.4% | +20.2% | -31.6% | -13.9% |
| 6M | -13.7% | +72.7% | -86.4% | -20.5% |
| YTD | +1.0% | +19.6% | -18.6% | -2.3% |
| 1Y | +5.6% | +0.3% | +5.4% | +4.9% |
| 3Y | +59.1% | +22.8% | +36.3% | +55.2% |
| All | +59.1% | +20.1% | +39.0% | +55.2% |
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 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