+13,289.6%
ROK vs EXPD
+30,172.0%
-16,882.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.6% |
| 7D | -13.8% | -7.2% | -6.7% | -11.6% |
| 30D | -14.9% | -3.3% | -11.7% | -13.9% |
| 3M | -14.7% | +3.4% | -18.1% | -15.5% |
| 6M | -17.7% | +22.7% | -40.4% | -23.2% |
| YTD | -2.5% | +24.5% | -27.0% | -9.8% |
| 1Y | +2.3% | +38.6% | -36.4% | -8.6% |
| 3Y | +52.7% | +71.5% | -18.8% | +26.6% |
| 5Y | +20.5% | +56.2% | -35.7% | +2.6% |
| 10Y | +284.0% | +310.5% | -26.4% | +146.3% |
| All | +13,289.6% | +30,172.0% | -16,882.4% | +5,384.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling