+9.1%
TE vs ROK
+63.3%
-54.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.6% |
| 7D | -19.1% | +7.1% | -26.1% | -24.8% |
| 30D | -34.1% | -5.0% | -29.2% | -30.5% |
| 3M | -60.1% | -9.4% | -50.7% | -55.7% |
| 6M | -66.0% | -11.0% | -55.0% | -61.3% |
| YTD | -71.4% | +4.4% | -75.8% | -72.7% |
| 1Y | -45.3% | +7.4% | -52.7% | -49.2% |
| 3Y | +9.1% | +61.0% | -51.8% | -34.2% |
| All | +9.1% | +63.3% | -54.2% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling