+67.5%
NDAQ vs ROK
+32.5%
+35.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +1.7% | +6.1% | -4.4% | +0.1% |
| 30D | +16.2% | -6.5% | +22.7% | +17.8% |
| 3M | +14.0% | -10.2% | +24.1% | +16.7% |
| 6M | +22.3% | -10.6% | +32.9% | +24.5% |
| YTD | +13.0% | +4.9% | +8.1% | +8.7% |
| 1Y | +24.0% | +3.8% | +20.2% | +19.6% |
| 3Y | +117.1% | +63.5% | +53.6% | +73.5% |
| 5Y | +67.5% | +30.9% | +36.6% | +47.3% |
| All | +67.5% | +32.5% | +35.0% | +47.3% |
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 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