+286.5%
C vs ROK
+342.8%
-56.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | +3.2% | +2.8% | +0.4% | +1.6% |
| 30D | +1.3% | -2.4% | +3.7% | +2.6% |
| 3M | +3.1% | -4.7% | +7.8% | +5.0% |
| 6M | +29.6% | +16.8% | +12.9% | +16.4% |
| YTD | +19.0% | +11.4% | +7.6% | +9.4% |
| 1Y | +45.6% | +26.2% | +19.5% | +24.1% |
| 3Y | +269.3% | +51.9% | +217.4% | +168.9% |
| 5Y | +131.6% | +46.4% | +85.2% | +64.4% |
| 10Y | +286.5% | +343.5% | -57.0% | +31.9% |
| All | +286.5% | +342.8% | -56.2% | +31.9% |
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