+0.9%
ROK vs EXPD
+39.7%
-38.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +2.5% |
| 7D | -11.5% | -5.5% | -6.1% | -9.5% |
| 30D | -10.0% | -1.9% | -8.1% | -9.0% |
| 3M | -11.4% | +6.1% | -17.5% | -12.8% |
| 6M | -13.7% | +21.6% | -35.3% | -19.9% |
| YTD | +1.0% | +27.9% | -26.8% | -10.6% |
| All | +0.9% | +39.7% | -38.8% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling