+105.9%
C vs ROK
+19.3%
+86.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | -2.4% | -13.8% | +11.4% | +3.6% |
| 30D | -6.0% | -14.9% | +9.0% | +0.3% |
| 3M | -10.5% | -14.7% | +4.1% | -4.8% |
| 6M | -5.7% | -17.7% | +12.0% | +1.2% |
| YTD | +4.1% | -2.5% | +6.6% | +3.2% |
| 1Y | +20.5% | +2.3% | +18.2% | +16.9% |
| 3Y | +208.1% | +52.7% | +155.4% | +145.3% |
| All | +105.9% | +19.3% | +86.6% | +54.3% |
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