+220.1%
C vs ROK
+277.6%
-57.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +0.4% |
| 7D | -0.9% | -11.5% | +10.6% | +5.6% |
| 30D | -5.4% | -10.0% | +4.6% | -0.2% |
| 3M | -9.2% | -11.4% | +2.3% | -3.4% |
| 6M | -1.8% | -13.7% | +11.9% | +4.9% |
| YTD | +6.7% | +1.0% | +5.6% | +2.9% |
| 1Y | +23.5% | +5.6% | +17.9% | +15.9% |
| 3Y | +219.8% | +59.1% | +160.7% | +123.7% |
| 5Y | +112.4% | +26.1% | +86.3% | +65.1% |
| 10Y | +220.1% | +266.4% | -46.3% | +15.7% |
| All | +220.1% | +277.6% | -57.5% | +15.7% |
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