+5,289.3%
O vs ROK
+8,096.9%
-2,807.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.6% |
| 7D | +0.6% | -8.5% | +9.1% | +2.8% |
| 30D | +9.4% | -6.4% | +15.8% | +10.9% |
| 3M | -2.4% | -8.8% | +6.5% | -0.4% |
| 6M | -1.9% | -10.5% | +8.6% | 0.0% |
| YTD | +10.5% | +5.4% | +5.1% | +6.3% |
| 1Y | +10.0% | +5.0% | +5.0% | +5.8% |
| 3Y | +40.5% | +64.3% | -23.8% | +13.4% |
| 5Y | +10.2% | +34.0% | -23.7% | -7.5% |
| 10Y | +82.5% | +268.2% | -185.7% | +8.3% |
| All | +5,289.3% | +8,096.9% | -2,807.6% | +1,546.9% |
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