+11,573.1%
COST vs ROK
+15,563.1%
-3,989.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -5.3% | -1.8% | -3.5% | -4.9% |
| 3M | -6.7% | -7.2% | +0.5% | -5.4% |
| 6M | -9.9% | +14.2% | -24.1% | -14.1% |
| YTD | +5.1% | +10.6% | -5.4% | +0.8% |
| 1Y | -7.3% | +25.9% | -33.2% | -14.4% |
| 3Y | +70.4% | +50.8% | +19.6% | +45.2% |
| 5Y | +104.4% | +47.0% | +57.4% | +72.7% |
| 10Y | +609.0% | +354.9% | +254.1% | +316.6% |
| All | +11,573.1% | +15,563.1% | -3,989.9% | +1,747.9% |
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