+76.2%
O vs ROK
+264.0%
-187.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.4% | +7.1% | -7.4% | -2.3% |
| 30D | +7.1% | -5.0% | +12.1% | +8.0% |
| 3M | -5.2% | -9.4% | +4.2% | -3.2% |
| 6M | -1.8% | -11.0% | +9.2% | +0.1% |
| YTD | +9.1% | +4.4% | +4.6% | +5.0% |
| 1Y | +9.7% | +7.4% | +2.3% | +4.5% |
| 3Y | +39.1% | +61.0% | -21.8% | +10.7% |
| 5Y | +8.4% | +30.4% | -22.0% | -8.7% |
| All | +76.2% | +264.0% | -187.8% | +7.5% |
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