+851.5%
DE vs ROK
+357.9%
+493.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.1% |
| 7D | -2.6% | -1.2% | -1.3% | -2.0% |
| 30D | +9.0% | -4.8% | +13.8% | +11.6% |
| 3M | +19.1% | -6.1% | +25.2% | +22.2% |
| 6M | +14.4% | +15.5% | -1.1% | +5.3% |
| YTD | +45.9% | +11.2% | +34.8% | +36.2% |
| 1Y | +43.6% | +23.8% | +19.8% | +26.5% |
| 3Y | +75.9% | +53.1% | +22.8% | +32.6% |
| 5Y | +98.8% | +48.3% | +50.5% | +46.1% |
| All | +851.5% | +357.9% | +493.5% | +297.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling