-53.2%
TE vs ROK
+135.0%
-188.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.6% |
| 7D | -4.0% | +0.7% | -4.7% | -4.3% |
| 30D | -15.9% | -3.3% | -12.6% | -14.1% |
| 3M | -60.5% | -5.9% | -54.7% | -58.8% |
| 6M | -35.2% | +13.9% | -49.1% | -39.5% |
| YTD | -31.1% | +12.6% | -43.7% | -35.2% |
| 1Y | +148.6% | +28.6% | +120.1% | +118.7% |
| 3Y | -26.4% | +45.1% | -71.5% | -40.0% |
| 5Y | -48.0% | +45.6% | -93.6% | -59.6% |
| All | -53.2% | +135.0% | -188.2% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling