+262.6%
ROK vs EXPD
+329.8%
-67.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -11.0% | -7.4% | -3.6% | -6.6% |
| 30D | -8.2% | -2.1% | -6.1% | -6.8% |
| 3M | -8.5% | +5.7% | -14.2% | -11.4% |
| 6M | -12.0% | +21.4% | -33.3% | -22.2% |
| YTD | +3.1% | +27.6% | -24.6% | -12.9% |
| 1Y | +2.9% | +36.1% | -33.2% | -16.5% |
| 3Y | +60.7% | +69.9% | -9.2% | +10.1% |
| 5Y | +29.5% | +59.7% | -30.2% | -9.5% |
| 10Y | +262.6% | +323.0% | -60.4% | +34.8% |
| All | +262.6% | +329.8% | -67.2% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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