+14,237.2%
ROK vs ETR
+4,604.0%
+9,633.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +7.1% | +1.2% | +5.9% | +6.6% |
| 30D | -5.0% | +7.0% | -12.0% | -7.4% |
| 3M | -9.4% | +4.6% | -14.0% | -11.1% |
| 6M | -11.0% | +0.1% | -11.1% | -11.4% |
| YTD | +4.4% | +23.2% | -18.7% | -4.8% |
| 1Y | +7.4% | +20.6% | -13.2% | -1.3% |
| 3Y | +61.0% | +156.3% | -95.3% | +7.0% |
| 5Y | +30.4% | +159.6% | -129.3% | -14.7% |
| 10Y | +264.8% | +377.1% | -112.3% | +82.3% |
| All | +14,237.2% | +4,604.0% | +9,633.2% | +3,765.6% |
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