+2,451.3%
EXC vs ROK
+13,716.9%
-11,265.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -1.2% | -13.8% | +12.7% | +1.8% |
| 30D | +10.0% | -14.9% | +24.9% | +13.4% |
| 3M | +1.6% | -14.7% | +16.3% | +4.7% |
| 6M | +3.3% | -17.7% | +20.9% | +6.7% |
| YTD | +7.6% | -2.5% | +10.0% | +6.1% |
| 1Y | +3.5% | +2.3% | +1.2% | +0.9% |
| 3Y | +27.7% | +52.7% | -25.1% | +10.0% |
| 5Y | +41.1% | +20.5% | +20.6% | +26.1% |
| 10Y | +178.2% | +284.0% | -105.8% | +84.1% |
| All | +2,451.3% | +13,716.9% | -11,265.7% | +655.1% |
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 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