-84.2%
OPEN vs ROK
+45.0%
-129.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.5% |
| 7D | -2.9% | +0.2% | -3.1% | -3.1% |
| 30D | -13.8% | -1.8% | -12.0% | -12.1% |
| 3M | -30.9% | -7.2% | -23.7% | -26.9% |
| 6M | -40.9% | +14.2% | -55.1% | -51.0% |
| YTD | -48.5% | +10.6% | -59.1% | -55.7% |
| 1Y | -50.9% | +25.9% | -76.8% | -62.3% |
| 3Y | -20.6% | +50.8% | -71.4% | -49.2% |
| 5Y | -84.2% | +47.0% | -131.2% | -90.9% |
| All | -84.2% | +45.0% | -129.2% | -90.9% |
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 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