+46.4%
ROK vs ESTC
-47.2%
+93.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.5% |
| 7D | +2.8% | -4.3% | +7.1% | +3.4% |
| 30D | -2.4% | +17.7% | -20.1% | -5.6% |
| 3M | -4.7% | +42.3% | -47.0% | -11.1% |
| 6M | +16.8% | +64.6% | -47.8% | +5.3% |
| YTD | +11.4% | +17.2% | -5.8% | +6.2% |
| 1Y | +26.2% | -4.2% | +30.4% | +24.3% |
| 3Y | +51.9% | +13.5% | +38.3% | +37.8% |
| 5Y | +46.4% | -45.5% | +91.9% | +31.6% |
| All | +46.4% | -47.2% | +93.6% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling