+8,015.2%
CI vs ROK
+14,831.9%
-6,816.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -1.3% |
| 7D | -1.3% | -8.5% | +7.2% | +1.2% |
| 30D | +6.4% | -6.4% | +12.8% | +8.1% |
| 3M | +10.7% | -8.8% | +19.5% | +13.2% |
| 6M | +5.5% | -10.5% | +16.0% | +7.6% |
| YTD | +11.4% | +5.4% | +6.0% | +6.7% |
| 1Y | +15.0% | +5.0% | +10.0% | +10.2% |
| 3Y | +9.0% | +64.3% | -55.3% | -14.7% |
| 5Y | +52.0% | +34.0% | +18.0% | +23.5% |
| 10Y | +150.9% | +268.2% | -117.2% | +37.0% |
| All | +8,015.2% | +14,831.9% | -6,816.7% | +1,125.0% |
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