+211.9%
B vs ROK
+343.9%
-132.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +1.0% | +0.2% | +0.9% | +1.0% |
| 30D | +9.5% | -1.8% | +11.3% | +9.8% |
| 3M | +14.3% | -7.2% | +21.5% | +15.6% |
| 6M | -1.9% | +14.2% | -16.0% | -3.8% |
| YTD | +4.1% | +10.6% | -6.5% | +2.6% |
| 1Y | +56.1% | +25.9% | +30.2% | +51.4% |
| 3Y | +202.0% | +50.8% | +151.2% | +182.6% |
| 5Y | +158.8% | +47.0% | +111.8% | +138.9% |
| 10Y | +211.9% | +354.9% | -143.0% | +152.7% |
| All | +211.9% | +343.9% | -132.0% | +152.7% |
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