+62.5%
ROK vs EXEL
+238.6%
-176.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | -8.5% | -2.8% | -5.7% | -8.1% |
| 30D | -6.4% | +18.2% | -24.6% | -8.2% |
| 3M | -8.8% | +37.7% | -46.6% | -12.4% |
| 6M | -10.5% | +42.2% | -52.7% | -14.6% |
| YTD | +5.4% | +61.3% | -55.9% | -1.3% |
| 1Y | +5.0% | +64.5% | -59.5% | -1.9% |
| All | +62.5% | +238.6% | -176.1% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling