+7,463.6%
CI vs ROK
+15,847.2%
-8,383.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.7% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | +4.4% | -3.3% | +7.8% | +5.5% |
| 3M | +0.7% | -5.9% | +6.5% | +1.9% |
| 6M | +0.3% | +13.9% | -13.5% | -5.2% |
| YTD | +3.8% | +12.6% | -8.8% | -2.0% |
| 1Y | -5.5% | +28.6% | -34.1% | -15.0% |
| 3Y | +8.1% | +45.1% | -37.0% | -11.0% |
| 5Y | +42.8% | +45.6% | -2.8% | +13.5% |
| 10Y | +143.9% | +345.0% | -201.1% | +25.5% |
| All | +7,463.6% | +15,847.2% | -8,383.6% | +1,025.7% |
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