+47.5%
ROK vs ET
+241.8%
-194.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -1.2% | +0.2% | -1.5% | -1.4% |
| 30D | -4.8% | +2.9% | -7.7% | -5.9% |
| 3M | -6.1% | +16.8% | -22.9% | -12.1% |
| 6M | +15.5% | +18.9% | -3.4% | +6.8% |
| YTD | +11.2% | +37.7% | -26.5% | -3.6% |
| 1Y | +23.8% | +32.4% | -8.6% | +9.1% |
| 3Y | +53.1% | +99.5% | -46.4% | +14.9% |
| All | +47.5% | +241.8% | -194.3% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling