+342.5%
RCL vs ROK
+343.9%
-1.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -15.7% | -1.8% | -13.9% | -14.6% |
| 3M | -8.0% | -7.2% | -0.8% | -3.6% |
| 6M | -10.1% | +14.2% | -24.3% | -19.7% |
| YTD | -5.9% | +10.6% | -16.5% | -14.1% |
| 1Y | -23.5% | +25.9% | -49.4% | -37.0% |
| 3Y | +174.4% | +50.8% | +123.6% | +83.7% |
| 5Y | +227.1% | +47.0% | +180.1% | +114.3% |
| 10Y | +342.5% | +354.9% | -12.4% | +49.4% |
| All | +342.5% | +343.9% | -1.4% | +49.4% |
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 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