+45.9%
ROK vs ETR
+123.0%
-77.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -1.6% | -1.9% | +0.3% | -1.0% |
| 30D | -5.4% | -0.2% | -5.2% | -5.4% |
| 3M | -4.0% | -3.7% | -0.2% | -3.0% |
| 6M | +13.3% | +2.1% | +11.3% | +11.7% |
| YTD | +9.3% | +16.5% | -7.1% | +2.6% |
| 1Y | +25.8% | +22.5% | +3.3% | +15.9% |
| 3Y | +49.1% | +144.7% | -95.6% | +3.1% |
| 5Y | +45.9% | +125.2% | -79.4% | +4.1% |
| All | +45.9% | +123.0% | -77.2% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling