+3,738.8%
ALL vs ROK
+9,359.0%
-5,620.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.2% |
| 7D | -0.1% | -11.0% | +10.9% | +3.5% |
| 30D | +13.8% | -8.2% | +22.0% | +16.5% |
| 3M | -2.8% | -8.5% | +5.7% | -0.6% |
| 6M | +23.7% | -12.0% | +35.6% | +26.7% |
| YTD | +27.3% | +3.1% | +24.2% | +21.8% |
| 1Y | +30.5% | +2.9% | +27.7% | +24.8% |
| 3Y | +113.0% | +60.7% | +52.3% | +64.5% |
| 5Y | +157.6% | +29.5% | +128.1% | +109.0% |
| 10Y | +368.4% | +262.6% | +105.8% | +144.3% |
| All | +3,738.8% | +9,359.0% | -5,620.2% | +642.3% |
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