+917.0%
ROK vs ET
+1,447.8%
-530.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +0.2% | +0.6% | -0.5% | 0.0% |
| 30D | -1.8% | +5.3% | -7.1% | -3.3% |
| 3M | -7.2% | +15.6% | -22.8% | -11.3% |
| 6M | +14.2% | +20.6% | -6.5% | +7.4% |
| YTD | +10.6% | +38.5% | -28.0% | -0.2% |
| 1Y | +25.9% | +35.7% | -9.8% | +14.2% |
| 3Y | +50.8% | +98.4% | -47.6% | +22.1% |
| 5Y | +47.0% | +245.3% | -198.2% | +0.2% |
| 10Y | +354.9% | +173.7% | +181.2% | +204.1% |
| All | +917.0% | +1,447.8% | -530.9% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling