+62.5%
ROK vs EXPD
+75.1%
-12.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +1.0% |
| 7D | -8.5% | -1.6% | -6.9% | -7.6% |
| 30D | -6.4% | +0.6% | -7.0% | -6.4% |
| 3M | -8.8% | +9.8% | -18.7% | -12.4% |
| 6M | -10.5% | +25.8% | -36.3% | -19.7% |
| YTD | +5.4% | +31.3% | -25.9% | -8.3% |
| 1Y | +5.0% | +40.9% | -36.0% | -11.8% |
| All | +62.5% | +75.1% | -12.6% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling