+157.6%
B vs ROK
+46.3%
+111.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.5% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +9.4% | -3.3% | +12.7% | +10.2% |
| 3M | +5.0% | -5.9% | +10.8% | +6.2% |
| 6M | -3.5% | +13.9% | -17.4% | -6.2% |
| YTD | +4.5% | +12.6% | -8.1% | +2.0% |
| 1Y | +67.8% | +28.6% | +39.2% | +60.4% |
| 3Y | +196.7% | +45.1% | +151.6% | +173.2% |
| All | +157.6% | +46.3% | +111.4% | +116.0% |
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