+15,354.0%
ROK vs EXPD
+30,859.1%
-15,505.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +0.7% | -1.1% | +1.8% | +1.1% |
| 30D | -3.3% | +4.1% | -7.4% | -4.6% |
| 3M | -5.9% | +17.9% | -23.8% | -11.1% |
| 6M | +13.9% | +29.2% | -15.4% | +4.3% |
| YTD | +12.6% | +27.4% | -14.8% | +3.3% |
| 1Y | +28.6% | +56.8% | -28.2% | +9.9% |
| 3Y | +45.1% | +68.0% | -22.9% | +20.9% |
| 5Y | +45.6% | +61.9% | -16.3% | +22.1% |
| 10Y | +345.0% | +316.0% | +29.0% | +183.8% |
| All | +15,354.0% | +30,859.1% | -15,505.1% | +6,179.1% |
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