+331.9%
RCL vs ROK
+264.0%
+67.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -1.2% | +7.1% | -8.3% | -6.2% |
| 30D | +17.8% | -5.0% | +22.8% | +20.8% |
| 3M | +4.9% | -9.4% | +14.3% | +11.3% |
| 6M | +23.7% | -11.0% | +34.7% | +31.8% |
| YTD | +17.8% | +4.4% | +13.4% | +10.5% |
| 1Y | +28.9% | +7.4% | +21.5% | +18.2% |
| 3Y | +241.9% | +61.0% | +180.9% | +111.5% |
| 5Y | +295.4% | +30.4% | +265.0% | +183.5% |
| All | +331.9% | +264.0% | +67.9% | +54.6% |
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