-10.8%
DOW vs ROK
+178.7%
-189.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.7% |
| 7D | -2.4% | +0.7% | -3.1% | -2.8% |
| 30D | +0.4% | -3.3% | +3.7% | +1.9% |
| 3M | -14.4% | -5.9% | -8.5% | -13.2% |
| 6M | -7.0% | +13.9% | -20.8% | -16.6% |
| YTD | +30.2% | +12.6% | +17.6% | +17.1% |
| 1Y | +29.2% | +28.6% | +0.6% | +7.5% |
| 3Y | -36.7% | +45.1% | -81.8% | -52.9% |
| 5Y | -37.7% | +45.6% | -83.3% | -55.4% |
| All | -10.8% | +178.7% | -189.6% | -62.2% |
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