+572.1%
ON vs ROK
+350.4%
+221.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.2% |
| 7D | -4.7% | -1.6% | -3.1% | -3.4% |
| 30D | -13.5% | -5.4% | -8.0% | -9.3% |
| 3M | -36.3% | -4.0% | -32.4% | -33.9% |
| 6M | +17.8% | +13.3% | +4.4% | +6.7% |
| YTD | +29.6% | +9.3% | +20.2% | +19.7% |
| 1Y | +45.8% | +25.8% | +20.0% | +19.8% |
| 3Y | -28.3% | +49.1% | -77.4% | -51.7% |
| 5Y | +49.6% | +45.9% | +3.8% | +1.3% |
| All | +572.1% | +350.4% | +221.7% | +122.7% |
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