+2,327.9%
NDAQ vs ROK
+3,523.1%
-1,195.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.1% | -2.5% |
| 7D | -2.4% | +0.7% | -3.1% | -2.8% |
| 30D | +2.5% | -3.3% | +5.8% | +3.9% |
| 3M | +9.9% | -5.9% | +15.8% | +11.8% |
| 6M | +9.4% | +13.9% | -4.4% | +0.7% |
| YTD | +0.4% | +12.6% | -12.2% | -7.5% |
| 1Y | +4.0% | +28.6% | -24.6% | -10.4% |
| 3Y | +94.4% | +45.1% | +49.3% | +50.0% |
| 5Y | +56.7% | +45.6% | +11.2% | +16.5% |
| 10Y | +375.3% | +345.0% | +30.3% | +78.3% |
| All | +2,327.9% | +3,523.1% | -1,195.2% | +236.6% |
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