+753.7%
CCJ vs ROK
+264.0%
+489.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.3% |
| 7D | -0.8% | +7.1% | -7.9% | -3.7% |
| 30D | -13.2% | -5.0% | -8.2% | -11.5% |
| 3M | -27.6% | -9.4% | -18.3% | -24.7% |
| 6M | -38.7% | -11.0% | -27.7% | -36.0% |
| YTD | -22.7% | +4.4% | -27.1% | -24.9% |
| 1Y | -17.6% | +7.4% | -25.0% | -20.8% |
| 3Y | +62.7% | +61.0% | +1.7% | +26.1% |
| 5Y | +159.7% | +30.4% | +129.4% | +114.4% |
| All | +753.7% | +264.0% | +489.7% | +318.3% |
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 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