+227.5%
LOW vs ROK
+357.9%
-130.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.7% |
| 7D | -3.7% | -1.2% | -2.5% | -3.2% |
| 30D | -8.9% | -4.8% | -4.1% | -6.8% |
| 3M | -10.4% | -6.1% | -4.3% | -8.5% |
| 6M | -19.4% | +15.5% | -34.9% | -25.8% |
| YTD | -17.1% | +11.2% | -28.3% | -22.7% |
| 1Y | -26.3% | +23.8% | -50.1% | -34.9% |
| 3Y | -9.9% | +53.1% | -63.0% | -31.6% |
| 5Y | +6.1% | +48.3% | -42.2% | -20.5% |
| All | +227.5% | +357.9% | -130.4% | +41.8% |
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