+15,354.0%
ROK vs ETR
+4,412.2%
+10,941.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +0.7% | +1.4% | -0.8% | +0.1% |
| 30D | -3.3% | +1.0% | -4.3% | -3.7% |
| 3M | -5.9% | -1.3% | -4.6% | -5.7% |
| 6M | +13.9% | +1.9% | +12.0% | +12.2% |
| YTD | +12.6% | +18.2% | -5.6% | +4.4% |
| 1Y | +28.6% | +24.7% | +3.9% | +16.5% |
| 3Y | +45.1% | +150.7% | -105.6% | -2.8% |
| 5Y | +45.6% | +127.0% | -81.5% | +0.5% |
| 10Y | +345.0% | +295.5% | +49.6% | +139.3% |
| All | +15,354.0% | +4,412.2% | +10,941.8% | +4,137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling