+206.8%
ON vs ROK
+4,761.5%
-4,554.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.5% | +4.2% |
| 7D | +3.3% | -8.5% | +11.8% | +10.1% |
| 30D | -3.1% | -6.4% | +3.3% | +1.7% |
| 3M | -9.2% | -8.8% | -0.4% | -2.5% |
| 6M | -31.4% | -10.5% | -20.8% | -24.8% |
| YTD | +36.0% | +5.4% | +30.5% | +31.9% |
| 1Y | +52.0% | +5.0% | +47.0% | +48.1% |
| 3Y | +9.3% | +64.3% | -55.0% | -24.3% |
| 5Y | +26.5% | +34.0% | -7.5% | +1.0% |
| 10Y | +556.1% | +268.2% | +288.0% | +177.1% |
| All | +206.8% | +4,761.5% | -4,554.7% | -74.7% |
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 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