+371.6%
ALL vs ROK
+264.0%
+107.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +5.0% | +7.1% | -2.0% | +3.1% |
| 30D | +13.3% | -5.0% | +18.3% | +14.3% |
| 3M | +3.2% | -9.4% | +12.6% | +5.3% |
| 6M | +25.3% | -11.0% | +36.3% | +27.3% |
| YTD | +30.5% | +4.4% | +26.0% | +25.0% |
| 1Y | +29.2% | +7.4% | +21.8% | +22.6% |
| 3Y | +119.1% | +61.0% | +58.1% | +73.4% |
| 5Y | +162.6% | +30.4% | +132.2% | +119.7% |
| All | +371.6% | +264.0% | +107.7% | +163.2% |
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 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