+114.8%
ALL vs ROK
+46.6%
+68.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | -1.7% | +2.8% | -4.5% | -2.0% |
| 30D | -4.7% | -2.4% | -2.3% | -4.4% |
| 3M | +18.4% | -4.7% | +23.1% | +18.6% |
| 6M | +20.5% | +16.8% | +3.8% | +16.8% |
| YTD | +23.5% | +11.4% | +12.2% | +20.2% |
| 1Y | +29.0% | +26.2% | +2.8% | +22.7% |
| 3Y | +153.7% | +51.9% | +101.9% | +128.0% |
| 5Y | +114.8% | +46.4% | +68.4% | +85.9% |
| All | +114.8% | +46.6% | +68.2% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling