+99.4%
DE vs ROK
+44.8%
+54.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -2.4% | -1.6% | -0.8% | -1.8% |
| 30D | +9.7% | -5.4% | +15.2% | +11.8% |
| 3M | +21.4% | -4.0% | +25.3% | +22.6% |
| 6M | +15.0% | +13.3% | +1.7% | +9.5% |
| YTD | +46.4% | +9.3% | +37.1% | +40.7% |
| 1Y | +45.6% | +25.8% | +19.8% | +33.1% |
| 3Y | +76.8% | +49.1% | +27.7% | +48.0% |
| 5Y | +99.4% | +45.9% | +53.6% | +56.5% |
| All | +99.4% | +44.8% | +54.6% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling