-80.5%
TE vs ROK
+118.0%
-198.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -19.1% | +7.1% | -26.1% | -22.5% |
| 30D | -34.1% | -5.0% | -29.2% | -31.7% |
| 3M | -60.1% | -9.4% | -50.7% | -57.3% |
| 6M | -66.0% | -11.0% | -55.0% | -63.0% |
| YTD | -71.4% | +4.4% | -75.8% | -71.7% |
| 1Y | -45.3% | +7.4% | -52.7% | -46.5% |
| 3Y | +9.1% | +61.0% | -51.8% | -11.7% |
| 5Y | -82.6% | +30.4% | -113.0% | -85.7% |
| All | -80.5% | +118.0% | -198.6% | -84.3% |
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