+1,381.0%
NET vs ROK
+198.8%
+1,182.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | -16.4% | 0.0% | -16.4% | -16.3% |
| 30D | -25.8% | -2.5% | -23.4% | -24.8% |
| 3M | -11.5% | 0.0% | -11.5% | -11.7% |
| 6M | +18.9% | +11.6% | +7.3% | +10.2% |
| YTD | +35.2% | +15.2% | +20.0% | +22.0% |
| 1Y | +14.5% | +25.0% | -10.5% | -1.3% |
| 3Y | +313.8% | +76.8% | +237.0% | +185.4% |
| 5Y | +32.6% | +41.2% | -8.6% | -4.4% |
| All | +1,381.0% | +198.8% | +1,182.2% | +896.5% |
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