+363.0%
NDAQ vs ROK
+357.9%
+5.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -1.1% |
| 7D | -5.6% | -1.2% | -4.3% | -5.2% |
| 30D | -4.4% | -4.8% | +0.5% | -2.9% |
| 3M | +5.9% | -6.1% | +12.0% | +7.4% |
| 6M | +7.7% | +15.5% | -7.7% | +0.9% |
| YTD | -5.2% | +11.2% | -16.3% | -10.2% |
| 1Y | -3.4% | +23.8% | -27.2% | -12.1% |
| 3Y | +85.6% | +53.1% | +32.5% | +51.1% |
| 5Y | +49.5% | +48.3% | +1.2% | +20.0% |
| All | +363.0% | +357.9% | +5.1% | +149.2% |
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