+56.9%
ON vs ROK
+45.0%
+11.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | -1.9% | +0.2% | -2.0% | -2.0% |
| 30D | -11.0% | -1.8% | -9.2% | -9.7% |
| 3M | -39.3% | -7.2% | -32.1% | -35.4% |
| 6M | +19.8% | +14.2% | +5.7% | +9.1% |
| YTD | +31.1% | +10.6% | +20.5% | +21.0% |
| 1Y | +46.0% | +25.9% | +20.1% | +22.0% |
| 3Y | -27.5% | +50.8% | -78.3% | -50.1% |
| 5Y | +56.9% | +47.0% | +9.9% | +11.4% |
| All | +56.9% | +45.0% | +11.9% | +11.4% |
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