-10.2%
DOW vs ROK
+170.8%
-181.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.4% |
| 7D | -2.4% | -1.6% | -0.8% | -1.6% |
| 30D | -4.1% | -5.4% | +1.4% | -1.4% |
| 3M | -12.4% | -4.0% | -8.5% | -12.1% |
| 6M | -10.6% | +13.3% | -24.0% | -19.8% |
| YTD | +31.1% | +9.3% | +21.7% | +19.6% |
| 1Y | +30.5% | +25.8% | +4.7% | +9.8% |
| 3Y | -34.4% | +49.1% | -83.5% | -52.1% |
| 5Y | -35.5% | +45.9% | -81.4% | -54.3% |
| All | -10.2% | +170.8% | -181.0% | -61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling