+1,163.5%
C vs ROK
+15,847.2%
-14,683.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.0% |
| 7D | +3.6% | +0.7% | +2.9% | +3.2% |
| 30D | +0.1% | -3.3% | +3.4% | +1.9% |
| 3M | +2.4% | -5.9% | +8.3% | +5.0% |
| 6M | +24.9% | +13.9% | +11.1% | +14.3% |
| YTD | +19.8% | +12.6% | +7.2% | +9.9% |
| 1Y | +44.9% | +28.6% | +16.3% | +22.8% |
| 3Y | +263.0% | +45.1% | +217.9% | +175.2% |
| 5Y | +129.5% | +45.6% | +84.0% | +65.8% |
| 10Y | +291.6% | +345.0% | -53.4% | +45.9% |
| All | +1,163.5% | +15,847.2% | -14,683.7% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling