+35,474.9%
LOW vs ROK
+15,847.2%
+19,627.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.7% |
| 7D | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | -7.0% | -3.3% | -3.7% | -5.9% |
| 3M | -0.9% | -5.9% | +5.0% | +0.8% |
| 6M | -20.1% | +13.9% | -33.9% | -24.9% |
| YTD | -13.9% | +12.6% | -26.5% | -19.0% |
| 1Y | -21.1% | +28.6% | -49.7% | -29.9% |
| 3Y | -6.6% | +45.1% | -51.7% | -23.6% |
| 5Y | +9.4% | +45.6% | -36.2% | -12.5% |
| 10Y | +220.5% | +345.0% | -124.5% | +61.7% |
| All | +35,474.9% | +15,847.2% | +19,627.6% | +4,423.3% |
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