+34,054.1%
HD vs ROK
+14,499.9%
+19,554.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.4% |
| 7D | +5.2% | -11.0% | +16.2% | +9.3% |
| 30D | +20.7% | -8.2% | +28.9% | +23.8% |
| 3M | +0.8% | -8.5% | +9.3% | +3.3% |
| 6M | +12.2% | -12.0% | +24.2% | +16.0% |
| YTD | +4.2% | +3.1% | +1.2% | +1.0% |
| 1Y | -2.6% | +2.9% | -5.4% | -5.6% |
| 3Y | +30.0% | +60.7% | -30.6% | +2.9% |
| 5Y | +8.1% | +29.5% | -21.4% | -9.1% |
| 10Y | +247.2% | +262.6% | -15.5% | +91.9% |
| All | +34,054.1% | +14,499.9% | +19,554.1% | +4,223.3% |
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