+2,446.2%
EXC vs ROK
+14,499.9%
-12,053.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.7% |
| 7D | +0.1% | -11.0% | +11.1% | +2.3% |
| 30D | +9.0% | -8.2% | +17.2% | +10.6% |
| 3M | +3.3% | -8.5% | +11.8% | +4.7% |
| 6M | +5.7% | -12.0% | +17.6% | +7.6% |
| YTD | +7.3% | +3.1% | +4.3% | +4.7% |
| 1Y | +2.9% | +2.9% | +0.1% | +0.3% |
| 3Y | +29.3% | +60.7% | -31.3% | +10.2% |
| 5Y | +40.1% | +29.5% | +10.6% | +23.2% |
| 10Y | +197.7% | +262.6% | -65.0% | +99.7% |
| All | +2,446.2% | +14,499.9% | -12,053.7% | +644.5% |
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