+6,781.2%
CME vs ROK
+3,483.5%
+3,297.6%
-77.5%
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% | -0.8% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | +6.2% | -3.3% | +9.5% | +7.5% |
| 3M | +10.4% | -5.9% | +16.3% | +11.8% |
| 6M | -9.5% | +13.9% | -23.4% | -15.9% |
| YTD | +6.0% | +12.6% | -6.6% | -1.6% |
| 1Y | +9.3% | +28.6% | -19.3% | -4.3% |
| 3Y | +57.7% | +45.1% | +12.6% | +23.2% |
| 5Y | +77.7% | +45.6% | +32.1% | +32.2% |
| 10Y | +281.2% | +345.0% | -63.8% | +52.1% |
| All | +6,781.2% | +3,483.5% | +3,297.6% | +980.8% |
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