+47.0%
ROK vs EXEL
+194.6%
-147.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.9% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | -1.8% | +10.1% | -11.9% | -3.3% |
| 3M | -7.2% | +10.1% | -17.3% | -8.8% |
| 6M | +14.2% | +37.7% | -23.5% | +8.3% |
| YTD | +10.6% | +33.1% | -22.5% | +5.3% |
| 1Y | +25.9% | +52.4% | -26.5% | +17.2% |
| 3Y | +50.8% | +163.8% | -113.0% | +26.3% |
| 5Y | +47.0% | +198.5% | -151.5% | +17.1% |
| All | +47.0% | +194.6% | -147.6% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling