+15.3%
O vs ROK
+45.0%
-29.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -2.3% | +0.2% | -2.4% | -2.3% |
| 30D | -2.4% | -1.8% | -0.7% | -2.2% |
| 3M | -0.6% | -7.2% | +6.6% | +0.2% |
| 6M | -5.0% | +14.2% | -19.2% | -7.5% |
| YTD | +10.4% | +10.6% | -0.2% | +7.8% |
| 1Y | +6.6% | +25.9% | -19.3% | +1.6% |
| 3Y | +28.4% | +50.8% | -22.4% | +16.3% |
| 5Y | +15.3% | +47.0% | -31.8% | +4.1% |
| All | +15.3% | +45.0% | -29.7% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling