+263.4%
ROK vs EXEL
+320.7%
-57.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +7.1% | -0.8% | +7.9% | +7.2% |
| 30D | -5.0% | +13.1% | -18.1% | -6.8% |
| 3M | -9.4% | +36.3% | -45.7% | -14.0% |
| 6M | -11.0% | +34.5% | -45.5% | -15.6% |
| YTD | +4.4% | +57.4% | -53.0% | -3.7% |
| 1Y | +7.4% | +62.9% | -55.5% | -1.6% |
| 3Y | +61.0% | +229.5% | -168.5% | +27.7% |
| 5Y | +30.4% | +281.2% | -250.8% | -0.9% |
| All | +263.4% | +320.7% | -57.4% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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