+7,803.6%
CI vs ROK
+13,716.9%
-5,913.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.3% | -2.2% |
| 7D | -1.6% | -13.8% | +12.3% | +3.0% |
| 30D | +5.4% | -14.9% | +20.4% | +10.5% |
| 3M | +7.3% | -14.7% | +21.9% | +12.1% |
| 6M | +5.3% | -17.7% | +23.0% | +10.5% |
| YTD | +8.5% | -2.5% | +10.9% | +6.6% |
| 1Y | +17.1% | +2.3% | +14.9% | +13.0% |
| 3Y | +1.4% | +52.7% | -51.3% | -18.6% |
| 5Y | +50.5% | +20.5% | +29.9% | +26.8% |
| 10Y | +168.5% | +284.0% | -115.5% | +44.3% |
| All | +7,803.6% | +13,716.9% | -5,913.3% | +1,124.4% |
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