+364.8%
ALL vs ROK
+343.9%
+20.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -5.6% | -1.8% | -3.8% | -5.2% |
| 3M | +17.2% | -7.2% | +24.4% | +18.8% |
| 6M | +23.2% | +14.2% | +9.1% | +16.7% |
| YTD | +23.6% | +10.6% | +13.0% | +17.4% |
| 1Y | +29.2% | +25.9% | +3.3% | +17.5% |
| 3Y | +153.8% | +50.8% | +103.1% | +108.6% |
| 5Y | +116.1% | +47.0% | +69.0% | +73.9% |
| 10Y | +364.8% | +354.9% | +9.9% | +150.5% |
| All | +364.8% | +343.9% | +20.9% | +150.5% |
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