+72.2%
F vs ROK
+270.1%
-197.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -3.0% |
| 7D | -0.2% | -11.0% | +10.8% | +5.4% |
| 30D | +0.9% | -8.2% | +9.1% | +4.6% |
| 3M | -11.3% | -8.5% | -2.9% | -8.1% |
| 6M | +2.0% | -12.0% | +14.0% | +7.4% |
| YTD | -3.2% | +3.1% | -6.2% | -7.8% |
| 1Y | -3.5% | +2.9% | -6.3% | -8.0% |
| 3Y | +48.1% | +60.7% | -12.6% | +2.4% |
| 5Y | -13.5% | +29.5% | -43.0% | -33.4% |
| 10Y | +72.2% | +262.6% | -190.5% | -35.6% |
| All | +72.2% | +270.1% | -197.9% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling