+753.6%
B vs ROK
+14,213.2%
-13,459.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +3.7% |
| 7D | +11.3% | -11.5% | +22.9% | +13.0% |
| 30D | +2.9% | -10.0% | +12.9% | +4.2% |
| 3M | -2.9% | -11.4% | +8.6% | -1.4% |
| 6M | -1.2% | -13.7% | +12.5% | +0.5% |
| YTD | -1.3% | +1.0% | -2.4% | -1.6% |
| 1Y | +30.4% | +5.6% | +24.8% | +29.3% |
| 3Y | +195.3% | +59.1% | +136.2% | +175.4% |
| 5Y | +146.2% | +26.1% | +120.1% | +133.5% |
| 10Y | +200.5% | +266.4% | -66.0% | +143.7% |
| All | +753.6% | +14,213.2% | -13,459.6% | +609.2% |
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