-53.1%
TE vs ROK
+132.1%
-185.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.3% |
| 7D | +0.2% | -1.2% | +1.5% | +0.9% |
| 30D | -5.9% | -4.8% | -1.1% | -3.0% |
| 3M | -45.6% | -6.1% | -39.5% | -43.4% |
| 6M | -43.4% | +15.5% | -58.8% | -47.6% |
| YTD | -31.0% | +11.2% | -42.2% | -34.6% |
| 1Y | +145.2% | +23.8% | +121.4% | +120.3% |
| 3Y | -24.1% | +53.1% | -77.2% | -39.0% |
| 5Y | -48.1% | +48.3% | -96.4% | -59.4% |
| All | -53.1% | +132.1% | -185.1% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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