+53.9%
F vs ROK
+46.3%
+7.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.8% |
| 7D | +5.3% | +0.7% | +4.6% | +5.0% |
| 30D | +4.6% | -3.3% | +7.9% | +6.4% |
| 3M | -3.7% | -5.9% | +2.2% | -1.2% |
| 6M | +16.8% | +13.9% | +3.0% | +8.5% |
| YTD | +15.3% | +12.6% | +2.7% | +7.1% |
| 1Y | +31.0% | +28.6% | +2.4% | +13.4% |
| 3Y | +45.4% | +45.1% | +0.3% | +13.2% |
| All | +53.9% | +46.3% | +7.7% | +14.1% |
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 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