+523.3%
ON vs ROK
+264.0%
+259.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | +12.2% | +7.1% | +5.2% | +6.1% |
| 30D | -3.1% | -5.0% | +1.8% | +1.2% |
| 3M | -12.9% | -9.4% | -3.5% | -4.7% |
| 6M | -38.6% | -11.0% | -27.6% | -31.3% |
| YTD | +31.2% | +4.4% | +26.8% | +26.6% |
| 1Y | +47.6% | +7.4% | +40.2% | +39.2% |
| 3Y | +6.6% | +61.0% | -54.4% | -33.1% |
| 5Y | +21.3% | +30.4% | -9.1% | -9.3% |
| All | +523.3% | +264.0% | +259.4% | +114.5% |
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