+130.7%
C vs ROK
+46.3%
+84.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | +3.6% | +0.7% | +2.9% | +3.3% |
| 30D | +0.1% | -3.3% | +3.4% | +1.4% |
| 3M | +2.4% | -5.9% | +8.3% | +4.4% |
| 6M | +24.9% | +13.9% | +11.1% | +16.8% |
| YTD | +19.8% | +12.6% | +7.2% | +12.4% |
| 1Y | +44.9% | +28.6% | +16.3% | +28.1% |
| 3Y | +263.0% | +45.1% | +217.9% | +195.7% |
| All | +130.7% | +46.3% | +84.4% | +71.9% |
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 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