+569.8%
DELL vs ROK
+30.4%
+539.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.7% | -6.9% |
| 7D | +4.9% | +7.1% | -2.2% | +0.6% |
| 30D | -32.1% | -5.0% | -27.1% | -29.3% |
| 3M | -30.2% | -9.4% | -20.8% | -25.0% |
| 6M | +41.7% | -11.0% | +52.7% | +52.4% |
| YTD | +176.6% | +4.4% | +172.1% | +171.0% |
| 1Y | +159.9% | +7.4% | +152.5% | +151.0% |
| 3Y | +388.0% | +61.0% | +327.0% | +266.7% |
| All | +569.8% | +30.4% | +539.5% | +425.1% |
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