+50.7%
O vs ROK
+357.9%
-307.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | -2.9% | -1.2% | -1.6% | -2.5% |
| 30D | -4.5% | -4.8% | +0.3% | -3.2% |
| 3M | -2.6% | -6.1% | +3.4% | -1.4% |
| 6M | -5.6% | +15.5% | -21.1% | -10.6% |
| YTD | +9.3% | +11.2% | -1.9% | +4.1% |
| 1Y | +4.3% | +23.8% | -19.5% | -4.2% |
| 3Y | +27.4% | +53.1% | -25.7% | +4.9% |
| 5Y | +17.1% | +48.3% | -31.2% | -5.3% |
| All | +50.7% | +357.9% | -307.2% | -13.1% |
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