+572.2%
PBR vs ROK
+44.8%
+527.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | +4.2% | -1.6% | +5.9% | +4.5% |
| 30D | +22.7% | -5.4% | +28.2% | +23.8% |
| 3M | +21.5% | -4.0% | +25.5% | +21.9% |
| 6M | +24.0% | +13.3% | +10.7% | +20.0% |
| YTD | +88.2% | +9.3% | +78.9% | +83.2% |
| 1Y | +74.8% | +25.8% | +49.0% | +65.0% |
| 3Y | +105.1% | +49.1% | +56.0% | +82.3% |
| 5Y | +572.2% | +45.9% | +526.4% | +491.7% |
| All | +572.2% | +44.8% | +527.5% | +491.7% |
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 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