-34.9%
DOW vs ROK
+50.3%
-85.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -6.0% | +0.2% | -6.2% | -6.1% |
| 30D | -2.7% | -1.8% | -0.9% | -2.3% |
| 3M | -10.5% | -7.2% | -3.3% | -9.4% |
| 6M | -12.4% | +14.2% | -26.6% | -19.3% |
| YTD | +30.0% | +10.6% | +19.5% | +21.3% |
| 1Y | +27.8% | +25.9% | +1.9% | +12.2% |
| All | -34.9% | +50.3% | -85.1% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling