+1,129.1%
DIA vs ROK
+4,932.3%
-3,803.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | -1.5% | -3.3% | +1.8% | -0.4% |
| 3M | +3.8% | -5.9% | +9.6% | +5.4% |
| 6M | +10.3% | +13.9% | -3.6% | +4.4% |
| YTD | +12.1% | +12.6% | -0.5% | +6.2% |
| 1Y | +18.6% | +28.6% | -10.0% | +7.1% |
| 3Y | +60.6% | +45.1% | +15.5% | +34.6% |
| 5Y | +64.4% | +45.6% | +18.9% | +34.1% |
| 10Y | +250.1% | +345.0% | -94.9% | +87.2% |
| All | +1,129.1% | +4,932.3% | -3,803.2% | +159.6% |
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