+207.2%
C vs ROK
+265.6%
-58.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +4.7% | +6.1% | -1.3% | +1.2% |
| 30D | +0.2% | -6.5% | +6.7% | +3.4% |
| 3M | -9.3% | -10.2% | +0.8% | -4.4% |
| 6M | -0.8% | -10.6% | +9.8% | +3.9% |
| YTD | +8.5% | +4.9% | +3.6% | +2.5% |
| 1Y | +23.1% | +3.8% | +19.3% | +16.9% |
| 3Y | +220.8% | +63.5% | +157.3% | +121.1% |
| 5Y | +112.4% | +30.9% | +81.5% | +61.6% |
| All | +207.2% | +265.6% | -58.4% | +14.1% |
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