+348.5%
ROK vs ETR
+296.9%
+51.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | -1.2% | -1.8% | +0.6% | -0.6% |
| 30D | -4.8% | -1.8% | -3.0% | -4.2% |
| 3M | -6.1% | -3.6% | -2.5% | -5.0% |
| 6M | +15.5% | +2.6% | +12.9% | +13.4% |
| YTD | +11.2% | +16.0% | -4.8% | +3.6% |
| 1Y | +23.8% | +20.1% | +3.7% | +13.6% |
| 3Y | +53.1% | +143.6% | -90.5% | +1.8% |
| 5Y | +48.3% | +124.4% | -76.1% | +1.2% |
| All | +348.5% | +296.9% | +51.7% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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