+348.5%
ROK vs ET
+177.0%
+171.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -1.2% | +0.2% | -1.5% | -1.3% |
| 30D | -4.8% | +2.9% | -7.7% | -5.8% |
| 3M | -6.1% | +16.8% | -22.9% | -11.3% |
| 6M | +15.5% | +18.9% | -3.4% | +8.2% |
| YTD | +11.2% | +37.7% | -26.5% | -1.2% |
| 1Y | +23.8% | +32.4% | -8.6% | +11.5% |
| 3Y | +53.1% | +99.5% | -46.4% | +19.7% |
| 5Y | +48.3% | +244.0% | -195.7% | -4.1% |
| All | +348.5% | +177.0% | +171.5% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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