-27.5%
DOW vs ROK
+30.4%
-57.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +5.2% | +7.1% | -1.9% | +3.0% |
| 30D | +13.2% | -5.0% | +18.1% | +14.3% |
| 3M | +10.1% | -9.4% | +19.5% | +12.7% |
| 6M | -13.1% | -11.0% | -2.1% | -11.6% |
| YTD | +46.1% | +4.4% | +41.7% | +38.4% |
| 1Y | +50.0% | +7.4% | +42.6% | +40.5% |
| 3Y | -20.2% | +61.0% | -81.2% | -37.8% |
| All | -27.5% | +30.4% | -57.9% | -44.3% |
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