+77.5%
O vs ROK
+265.6%
-188.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.4% | +6.1% | -6.5% | -2.1% |
| 30D | +8.3% | -6.5% | +14.8% | +9.7% |
| 3M | -4.0% | -10.2% | +6.2% | -1.7% |
| 6M | -2.6% | -10.6% | +8.0% | -0.9% |
| YTD | +9.9% | +4.9% | +5.0% | +5.7% |
| 1Y | +9.8% | +3.8% | +6.0% | +5.8% |
| 3Y | +39.7% | +63.5% | -23.8% | +10.5% |
| 5Y | +9.2% | +30.9% | -21.8% | -8.1% |
| All | +77.5% | +265.6% | -188.1% | +8.2% |
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