+145.2%
TE vs ROK
+27.3%
+117.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -1.0% |
| 7D | +0.2% | -1.2% | +1.5% | +1.4% |
| 30D | -5.9% | -4.8% | -1.1% | -1.1% |
| 3M | -45.6% | -6.1% | -39.5% | -42.2% |
| 6M | -43.4% | +15.5% | -58.8% | -50.0% |
| YTD | -31.0% | +11.2% | -42.2% | -37.2% |
| 1Y | +145.2% | +23.8% | +121.4% | +85.2% |
| All | +145.2% | +27.3% | +117.9% | +85.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling