+63.6%
DIA vs ROK
+45.0%
+18.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -2.7% | -1.8% | -0.9% | -2.2% |
| 3M | +3.3% | -7.2% | +10.5% | +5.0% |
| 6M | +10.4% | +14.2% | -3.7% | +5.3% |
| YTD | +10.0% | +10.6% | -0.6% | +5.6% |
| 1Y | +16.2% | +25.9% | -9.7% | +7.1% |
| 3Y | +58.7% | +50.8% | +8.0% | +34.7% |
| 5Y | +63.6% | +47.0% | +16.5% | +34.7% |
| All | +63.6% | +45.0% | +18.5% | +34.7% |
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 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