+208.6%
B vs ROK
+270.1%
-61.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.0% | -8.1% | -6.4% |
| 7D | +7.1% | -11.0% | +18.2% | +8.9% |
| 30D | -3.3% | -8.2% | +4.9% | -2.2% |
| 3M | -2.5% | -8.5% | +5.9% | -1.4% |
| 6M | -7.2% | -12.0% | +4.7% | -5.6% |
| YTD | -7.4% | +3.1% | -10.4% | -7.9% |
| 1Y | +16.4% | +2.9% | +13.6% | +15.8% |
| 3Y | +178.7% | +60.7% | +118.1% | +159.1% |
| 5Y | +121.7% | +29.5% | +92.2% | +107.5% |
| 10Y | +208.6% | +262.6% | -54.0% | +182.1% |
| All | +208.6% | +270.1% | -61.5% | +182.1% |
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