+5,387.7%
O vs ROK
+8,654.3%
-3,266.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | -0.7% | +0.7% | -1.4% | -1.0% |
| 30D | -1.9% | -3.3% | +1.4% | -1.0% |
| 3M | +3.8% | -5.9% | +9.7% | +5.1% |
| 6M | -4.7% | +13.9% | -18.6% | -9.4% |
| YTD | +12.5% | +12.6% | -0.1% | +6.9% |
| 1Y | +10.8% | +28.6% | -17.8% | +0.9% |
| 3Y | +28.8% | +45.1% | -16.3% | +8.8% |
| 5Y | +13.2% | +45.6% | -32.4% | -6.9% |
| 10Y | +53.5% | +345.0% | -291.6% | -13.5% |
| All | +5,387.7% | +8,654.3% | -3,266.5% | +1,556.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling