+14,337.8%
DE vs ROK
+15,675.2%
-1,337.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.8% | -1.4% |
| 7D | +0.7% | +2.8% | -2.1% | -0.5% |
| 30D | +9.6% | -2.4% | +12.0% | +10.8% |
| 3M | +19.0% | -4.7% | +23.7% | +21.0% |
| 6M | +16.1% | +16.8% | -0.7% | +7.2% |
| YTD | +47.0% | +11.4% | +35.7% | +38.1% |
| 1Y | +43.1% | +26.2% | +17.0% | +26.6% |
| 3Y | +77.5% | +51.9% | +25.6% | +38.8% |
| 5Y | +96.4% | +46.4% | +50.0% | +50.6% |
| 10Y | +852.9% | +343.5% | +509.4% | +334.6% |
| All | +14,337.8% | +15,675.2% | -1,337.4% | +1,661.7% |
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